I don’t know the reason, but suggest ruling out the possibility that Alex doesn’t understand you.
For example, instead of saying “Alexa, turn on the bedroom light”, say “Alexa, bedroom light on.” See if that works consistently.
If it doesn’t help, try creating a routine in the Alexa app. For example, create a routine called Bedtime that turns on the bedroom light. Then, instead of saying “Alexa, turn on the bedroom light”, say “Alexa, bedtime”. See if that works consistently.