Hey  @Zonegate5,

From what it looks like, this is the one variation of the grouping that doesn't transfer to the Alexa app. 

There area two other supported ways of accomplishing this though, 

1 - You can add the devices to the Alexa App Individually and Create a Group in the Alexa app to combine the controls. or

2 - You can set up a scene in the Kasa App and Alexa will discover this. This is limited to setting a series of devices to one customized scened, and does not give control over the devices from Alexa.