Welcome to Hubitat!
If I recall correctly, Hubitat's Alexa Skill does not yet support thermostats, physical or virtual. Things change all of the time, so I could have missed this feature being added...
Update: Looks like it is on Hubitat's radar...
Curious... What would be the use-case for this? A switch only has two states, on and off. Not sure what a third state of nothing would be used for?