Amusing example: https://www.youtube.com/watch?v=MECcIJW67-M
For most questions, it will just read you the first line (or first paragraph) of the corresponding Wikipedia page. There have been cases that Alexa has said some embarrassing things, mostly because people edit controversial Wikipedia pages is embarrassing way, but I believe they are trying to be more robust to that.
To that point, asking these same questions to my alexa: - RE gender: same response, which is fair enough (and in line with what you'll find in most places online) - RE Muhammed: "the founder of Islam" - RE Jesus: "also known as (...) was a first-century Jewish preacher and religious leader.[12] He is the central figure of Christianity. Christians believe him to be (etc.)
The way how Alexa rambles (less pause during words, at full stops) the long text about Muhammed also makes me suspect this video is doctored.
But even if it isn't doctored, they definitely skipped the research step and went straight to bigotry and hyperbole...