I’ve not seen this as a feature of the BT pro box, since getting mine in February. Searching the forum suggests that this was a YouView feature but never rolled out to the Pro Box:
Alexa as released on older Youview boxes only applied to the Youview universal search so you would get search results displayed but that was it. You would need to use the remote controls to to perform further navigation and indeed to play or launch anything.
When the the Bt Tv Pro Box was first released it was hoped that there would br a voice control feature (its original remote search button has a microphone symbol) but that hope has not been realised.
@zulu17 indeed, my remote has the mic button and you can even see the pinhole just above that button where the Mic is.
I dont think there are plans to add it either, as all documentation shows a search button there instead. Other platforms have it and it works very well.