That does sound like part of the native integration…it doesn’t handle heating/cooling/auto modes to well. I recommend Ask Alexa, and app I wrote (so why I recommend it 
You can find out more here: [RELEASE] Ask Alexa
If you don’t feel like reading 1000 + posts, you can check out the manual here: http://thingsthataresmart.wiki/index.php?title=Ask_Alexa
Enjoy!