Her, as in a machine to which I have developed an emotional connection which happens to have a female name as it's own. The tie is between the name Alexa and the user. Had amazon named it AZ5000, this person would probably have called it it. But her shows a bond. One which is uncommon between humans and machines.

My comment is on the beauty of the bond between the user and the machine. Do not read anymore into it or give it negative connotations.