Or at least Echo/Nest in the UK?
You're not missing anything. Tidal didn’t stream smoothly to my Echo devices, and there was no personal playlist support through Alexa.
A full 73% of the Alexa skill for Tidal ratings are one star.
I know you're in US, definitely using a Amazon US account? Haven't recently moved there and using non-US account?:)
https://www.amazon.com/TIDAL-Music-AS/dp/B07KK5VKD2 is skill enabled?
"Alexa, play Mymix1 from Tidal"
Also, if you look at the Tidal skill reviews on Amazon.com , they’re not great