I’m not sure if you’re referring to the Alexa app on your phone or in your car’s infotainment system.
If you’re referring to your car’s infotainment system, calling with Alexa does seem to be supported, based on this page from the Cadillac website. It says “With available Alexa Built-In,† you can use voice commands to stream select favorite music, get directions, make calls, change your radio station and get routes to the nearest dealership — on the go.”
I’d watch this setup video to make sure you’ve done everything correctly. If it’s still not working properly, you may need to contact your dealership for support.
Hope you’re able to make calls soon!