Generally, Alexa will answer through the nearest speaker. If the speakers are stereo paired, both will play the program.

Thank you, but should Alexa listen through both speakers? Both speakers show as online in the Alexa settings but only one of them responds to voice instructions....

Only one will answer. You could test things by disabling one microphone. If you have multiple units listening and the units are relatively close together, the wrong Room might accept the command. For stereo pairs, you can disable the microphones that are closest to the “other” room.

But should they both listen?

Not if they are Surrounds. 

I’m not sure what you mean. Mine are both Sonos-One. Should they both listen?  …. Greg

Do you have them in a home theatre setup?

Yes I do. TIA...

So they are performing Surrounds duty. In this configuration only the Right surround speaker is Alexa-enabled.
If I remember correctly from these forums, there were occurrences where both speakers picked up a command but then answered slightly out of sync, or both would increase the volume. Sonos’s solution was to disable voice control to the left surround. 

Excellent, that is what I need to know, thank you! …. Greg