I don't know about Alexa specifically, but I've seen stories where the police requested Ring videos from a neighbor's house, including cameras inside the neighbor's house that they could not have known of without Amazon's assistance, that were not pointed outside, and even, if I remember correctly, one that was in the neighbor's business in a completely different location, where the justification pointedly identified the neighbor as not a suspect, but Amazon gave over this video anyways.

I don't know the specifics of this case, but maybe the investigators just asked in case there was an accidental trigger, or a real trigger etc. Seems reasonable for the detective to attempt to turn over any stone they can to aid the investigation.

With an unfortunately named victim, I suppose.