For these? Probably none. Their batteries would be depleted very quickly if they were listening to the microphone more than at just setup.
Ah, very good point.
But of course, as technology matures, advertisers will go out of their way to make use of it. That's one thing you can count on.
Privacy is a huge topic in the ultrasonic audio transmission space right now, and it's definitely not something Amazon would take lightly. The potential for gathering metadata is there for sure, but as another commenter alluded to I would be more concerned with devices with microphones + rechargeable batteries. I haven't read the Alexa / Echo terms closely yet though. (Disclosure: I previously worked for a company making competing tech.)