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Just remember, by default, these devices are listening all the time! They have to or else how would they know to react when you call their name?
Right. The device is always listening for the trigger word(s). But for all well-designed devices, that stays local. However, once the device has been triggered, it uploads to its server(s) for processing, and those uploads are stored. So what happens when the device gets triggered, perhaps accidentally, but no further commands are issued? How long does recording continue? And are such recordings automatically deleted? I could research that online. But how would I really know? My answer: Don't have such things around.