Currently to listen to Pandora through Alexa you have to go through the Alexa app on your phone or you have to talk to Alexa directly.
This is one of my favorite things about Spotify for desktop AND for mobile - they both have the option to connect directly to my Alexa and Google Home from the app itself.
1) This means only my music/podcasts play on my speakers
2) It also makes it a hell of a lot easier to listen to in loud, good quality without all the extra steps of blue tooth or going through the Alexa app.
3) Most importantly - It allows me to continue using the other functions of the music app (liking, adding to playlists, looking at the artist/album information, etc.), which are limited when you're using Alexa's software.