From what I have found through testing, this seems to be tied to device type. For example, if you have a group named Kitchen containing several Hue bulbs, several smart plugs, and a thermostat and also have an Echo in that group, and say "Alexa, turn on the lights" ito that Echo it will turn on the Hue bulbs. Unfortunately this means that it won't turn on lights which are not smart bulbs but are plugged into a smart plug even if the plug is named "Light".
I have managed to work around this using an emulated Hue bridge plus IFTTT.