Perhaps this is an issue with the privacy option to block whispers from strangers?
“Block whispers from people you don’t follow” in the Security & Privacy part of Twitch settings.
But ye personally speaking if the person issued a command through chat the bot should just reply through the same chat the command was issued on. Thus if a user issues a command through a whisper you can reply it as a whisper, which then also initialise the whisper conversation for you. Main reason is clarity and expectations, many ppl don’t see initial whispers and there are people around (like myself) that use external chat programs that might not be able to receive whispers initially.