You’re not doing anything wrong: scenes and routines can only be turned on, not off, in many home automation systems, including Alexa.
There are two different approaches for handling this. In the first one, you will just change the phrase that you say. In the second one, you will change the trigger for the routine.
1) find a good “turn on” phrase
So the challenge for this method is to find a phrase that you will be comfortable saying after “echo, turn on…”. You can change the name of the routine in SmartThings or you can just put it into an echo group with the name that you want to say.
At our house, we use
Shut down
Quiet time
Bedtime
Midnight
Blackout.
So “echo, turn on Bedtime” turns on a single pathway of lights from the living room to the bedroom, and turns off all of the audio video equipment any other lights.
“Echo, turn on blackout” turns off everything, etc.
We’ve also found that we prefer the “trigger blackout” phrasing available through IFTTT for some things, but that’s a personal decision.
This option is easy to set up, but may still not feel quite natural.
2) create a virtual switch you can turn off, and have that switch turning off be the trigger for your routine
This next option is less intuitive when you go to set it up, but it will give you much more natural phrasing.
What you are going to do here is create a virtual Switch. And then you create a routine so that when you turn the switch off your routine will run.
The set up instructions for this option are going to be harder to follow because of The extra step of having a virtual switch. But you’ll end up with an easier phrase to say.
Create a virtual switch with the name that you want to turn off.
This can be the same as the name that you want to turn on, although we are going to activate two different routines. So let’s just call it “Christmas lights.”
Now for your routine that turns on your Christmas lights, have it automatically activate when the switch “Christmas lights” turns On. (This will be one of the options you can pick when you are creating the routine)
Then have a second routine that turns off your Christmas lights and have it automatically activate when the switch “Christmas lights” turns off.
You can name the two routines anything you want because you’re not going to say those names to echo. You are just going to say the switch name. You may even want to give them your routine names something very distinct from the switch name, so if you call the switch “Christmas lights” you might want to call the routines “holiday decor turns on” and “holiday decor turns off” or something like that.
So one virtual switch, two states (on or off) and two routines in SmartThings. One to turn on the lights that activates when the virtual switch is turned on, and one to turn off the lights when the virtual switch is turned off.
Now for echo, all you have to do is say “Echo, turn on Christmas lights” and the routine that runs when your switch comes on will run and the lights will come on.
And then say “Echo, turn off Christmas lights” and the routine that runs when the virtual switch goes off a run and the lights will go off
Very important: note that with this method you are not activating the actual routines or scenes through echo. You are turning a virtual switch on and off and that switch changing state is triggering SmartThings routines ( which can include SmartThings scenes if you like). Also because Echo thinks it is just turning the switch on and off, you can include options in the smartthings routine that would not normally be available for echo control, like arming smart home monitor or locking the front door.
This is one of the situations were having smartthings involved gives you more options than just trying to use the built-in echo functions.
So this method should do exactly what you want, it’s just more work to set up because of the need for virtual switches. 
here’s the FAQ for creating a virtual switch in case you haven’t done that before.
If you need any help with the actual set up, others will have to help you since I cannot use the app at the present time.