core: Amazon Alexa error when calling for a preset mode on MQTT Fan

The problem

Alexa gives an error in HA when I direct it to set my MQTT fan to a preset mode.

What is version of Home Assistant Core has the issue?

core-2021.4.3

What was the last working version of Home Assistant Core?

core-2021.3.x

What type of installation are you running?

Home Assistant Container

Integration causing the issue

MQTT Fan

Link to integration documentation on our website

https://www.home-assistant.io/integrations/fan.mqtt/

Example YAML snippet

- platform: mqtt
    name: "Master Bedroom Fan"
    command_topic: "cmnd/iFan03-2/FanSpeed"
    state_topic: "stat/iFan03-2/RESULT"
    state_value_template: >
      {% if value_json.FanSpeed is defined %}
        {% if value_json.FanSpeed == 0 -%}off{%- elif value_json.FanSpeed > 0 -%}on{%- endif %}
      {% else %}
        {% if states.fan.master_bedroom_fan.state == 'off' -%}off{%- elif states.fan.master_bedroom_fan.state == 'on' -%}on{%- endif %}
      {% endif %}
    availability_topic: tele/iFan03-2/LWT
    payload_off: "off"
    payload_on: "on"
    payload_available: Online
    payload_not_available: Offline
    preset_modes:
      - 'off'
      - 'low'
      - 'medium'
      - 'high'
    preset_mode_command_topic: "cmnd/iFan03-2/FanSpeed"
    preset_mode_command_template: >
      {% if value == 'low' %}
        1
      {% elif value == 'medium' %}
        2
      {% elif value == 'high' %}
        3
      {% else %}
        0 
      {% endif %}
    preset_mode_state_topic: "stat/iFan03-2/RESULT"
    preset_mode_value_template: >
      {% if value_json.FanSpeed == 1 %}
        low
      {% elif value_json.FanSpeed == 2 %}
        medium
      {% elif value_json.FanSpeed == 3 %}
        high
      {% else %}
        off
      {% endif %}

Anything in the logs that might be useful for us?

2021-05-06 14:40:35 ERROR (MainThread) [hass_nabucasa.iot] Error handling message
Traceback (most recent call last):
  File "/usr/local/lib/python3.8/site-packages/hass_nabucasa/iot.py", line 95, in _async_handle_handler_message
    result = await handler(self.cloud, message["payload"])
  File "/usr/local/lib/python3.8/site-packages/hass_nabucasa/iot.py", line 119, in async_handle_alexa
    return await cloud.client.async_alexa_message(payload)
  File "/usr/src/homeassistant/homeassistant/components/cloud/client.py", line 175, in async_alexa_message
    return await alexa_sh.async_handle_message(
  File "/usr/src/homeassistant/homeassistant/components/alexa/smart_home.py", line 39, in async_handle_message
    response = await funct_ref(hass, config, directive, context)
  File "/usr/src/homeassistant/homeassistant/components/alexa/handlers.py", line 1091, in async_api_set_range
    speed_list = entity.attributes[fan.ATTR_SPEED_LIST]
KeyError: 'speed_list'

### Additional information

None