Alexa is constantly listening out for " Alexa " so, you have a microphone on in the room. This is owned by a massive corporation geared up to selling me stuff I may want ahead of rivals.
I won't have one in the house, would you let your next door neighbour listen in to EVERY conversation you have in your house ? And, if you thought that was ok, would you allow a $1 trillion American company access to those conversations too ?