That sounds like more of an issue in your harmony activity programming most likely.
Not sure why, but Amazon hasn’t opened up the smart skill (UK) for Alexa to allow you to skip the “tell harmony to” but you have some choices:
A) Direct Alexa → Harmony route utilizing “tell harmony” is probably most reliable as you skip the ST middleman. You also get the added bonus of pause, stop, play, change to a channel, mute, volume up/down. Also, during skill setup, I believe you can setup friendly names for activities & channels. Only issue is i’m not sure what will happen if you group the activities in Alexa for a master Off. ST keeps switch status, Alexa doesn’t so it’s going to send the multiple off commands. Again, unsure how harmony would respond.
B) Alexa → ST → Harmony , assuming you have all the harmony activities setup in ST via the harmony connect app. Grant those switched access to Alexa & you can control individually. If you want a universal turn off command, just setup a routine called harmony(or whatever you want) & have it turn off all harmony ST switches. As long as you follow the below instructions (previously mentioned) , you will have realtime status in ST. That way when the routine tries to shutoff the switches, it will only send the command to harmony for the current ON switch.