I thought the response was pretty disturbing. They have logs of everything you say to Alexa? I guess I assumed the private conversations were not kept beyond some sort of metadata. No thanks.
That response could easily mean that they saw that there was an interaction where a message was recorded and sent without the device getting confirmation beforehand which matched what was reported to them, not necessarily that they kept the content of the conversation and could play it back. That's also a paraphrased conversation reported by a possibly non-technical person and likely passed through a customer service representative, so I'd take any technical details gleaned from it with a grain of salt.