I have this same problem, it says to click the head to your profile and click the Fitbit you own, but it doesn't say anything about Alexa.
I am located in Belgium so I was wondering if it might have anything to do with that, perhaps Alexa isn't supported here yet?
ETA: Yeah, found it. Belgium isn't supported it, maybe your country isn't either? https://www.fitbit.com/uk/voice
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