Apparently they (or at least the person you were responding to was "talking" to) also "know" about data they find on the web, which does not need to be in their training data. There was a news article recently about an 8(?) year old who asked Alexa for a "challenge." "Plug a charger part way into an electric outlet," replied the Alexa", "and touch a penny..." (you can guess the rest--I won't put it here in case another Alexa finds it). I'm pretty sure that was not in its training data, nor was the distance to that church, nor the time it would take to drive there.