That kind of depends on what exactly you are talking about. From a financial statement perspective, Amazon chooses to only disclose revenue from AWS separately from the rest of the business. That's more to do with reporting regulations regarding what needs to be reported once those earnings reach a certain threshold of the entire business - which AWS passed (previously to this threshold being reached, they did not even separate AWS in their earnings reports).

Internally, Amazon structures their teams into divisions. There is a retail division, and part of that division works on Alexa (mainly, the shopping skills and shopping experience, trying to make shopping on Amazon with Alexa as easy as possible) - but the main Alexa organization is not under "retail" at Amazon, which includes the actual device development, hardware teams, ML related to voice processing, etc. Same story with Prime Video.