There are different ways to set it up, but the easiest is one for each activity plus one recipe to end an activity that controls whatever your master power device is. In my case that’s my TV. But for somebody else it might be the sound bar or the cable box or whatever.
You can see how I did it way back in the very first iteration of my project in August, when I was using IFTTT recipes, but with smartthings virtual switches. The recipes would be the same except they would be triggered by the Alexa trigger phrase instead of the virtual switch.