Alexa doesn’t always play nice with HA’s media player controls… it’s not super surprising that an HA media player group doesn’t work.
You can set up your speaker groups in the Alexa app. Doing it that way will add a new media player entity that you can target as well as a notify action specific to that group. Just be aware that when sending a TTS message to such a group you need to use the announce type, the plain tts type will not work.
Look up how to group notify services into a single notify group there.
I don’t remember if it works for Alexa, or. If I had to do what Drew said. but I do seem to remember when I tried the notices were WAY out of sync and it drove me nuts. And I abandoned it quickly.
Yeah the syncing can be really bad with a notify group, but it does work. The only way to get them relatively synced is grouping them in the Alexa app, but then you’re limited to using announce…