This falls under Furby bugs level of weirdness.
So likely it's a false trigger on that phrase. It would be amusing if it's some kind of malware however.
My guess is that a developer replaced the "I didn't hear what you said." response with this creepy laugh on his home Alexa, then somehow accidentally pushed that build to the public.
The other explanations are a hack or disgruntled employee which seem worse.
Other unprompted activations have been reported in abundance when Amazon installed chatbot functionality after the Alexa Prize: Alexa would start having conversations with herself in the middle of the night. One can expect bugs for newly added features, and of course the creepy ones are more likely to make the news than any random glitch.
Could be silly. Could be a veiled threat.