Is it possible you mean "leave, connect somewhere else, and then come back [to your hot spot]"?
I'm speculating as I haven't really tested Alexa's networking capabilities. I anticipated using hot spots would work. I'll bet Alexa was specifically not configured to store more than one network but again please note I'm speculating.
If you are saying you turn your device off, leave, and don't power up your device until you are again at your hot spot that would be a surprise to me unless your hot spot changes something about how it offers service.