We got several free Alexas over the years with major purchases. Never plugged a single one of them in over the years. No regrets on that.
It's not necessarily what you say TO your devices, but everything you say around them, for which there is no button to deselect the option. It's bad enough that our phones and smart tvs have the capability to "passively" listen to everything and then spam you with ads and more. If I want anyone involved in our conversations, I'll invite them over. If I want to shop, I'll do it for myself.