My wife loves Alexa devices and we have two at home. Knowing I would loose the privacy argument with her, I did the next best thing and setup a pi-hole. With that pi-hole I discovered that Alexa devices send one request to answer your question and another one to Amazon analytics and it was pretty easy to allow one but block the other.
Though I'll be honest, there's really no way of knowing if they are sending analytics data with the "main" payload and I suspect they are, so I'm not entirely sure how good my method is.
You're only seeing the requests that are using your DNS server. If the Alexa device has backup IPs or hostnames or even it's own DNS server, you're not gonna see those.
I love that you did this and I think it's some reassurance. Agree that the "main" payload has always been what I suspected they were cheating on. They are highly, highly incentivized to listen for other words and at the very least tick an int somewhere to sell that data.
Though I'll be honest, there's really no way of knowing if they are sending analytics data with the "main" payload and I suspect they are, so I'm not entirely sure how good my method is.