You can use both. Cortana has a lot of features for integration and productivity in the Microsoft Ecosystem. For instance you can use it's bots to automate certain things that you really can't do with other digital assistants. I imagine if you don't scoff at it because it's Microsoft or it alters how you work with Windows then it can be quite powerful. I don't actually use either Cortana or Alexa much outside of putting stuff in my calendar.
Sorry. I have no use for Alexa, Google, Siri, Cortana, Bixby... none of that ****
I agree wholeheartedly, they are all an utter waste of time, strictly for tech-heads who like to pretend they're captain Kirk on Starship Enterprise - lol
Alexa can be handy, but a lot of the "Alexa-compatible" devices require an android or iOS device to pair with. For instance you can create a command for "Play VR" that turns on all your sensors.