This issue is discussed in the FAQ on using the new Alexa feature. Most people with the problem have found that they have to disable the SmartThings skill in the Alexa app and then re-enable it. There is a condition that needs to be set on a sensor when it is first added to Alexa in order for Amazon routines to fire, and it looks like it doesn’t always get set if you’re adding a device after you have other devices already set up. If it doesn’t get set correctly, you can still see the sensor in the Alexa app, it’s just that the routines don’t fire from it.