So, assuming you have a smartphone. That is a device which has:
- Permanent network connection. Doesn't matter what you do on your Wifi, it has the cellular data network. Which is controlled by an independent processor with its own firmware
- Excellent noise-cancellation microphones. They may not be able to pinpoint the sound source like an Echo would, but they are still pretty sensitive
- Accurate location updated via GPS. If you block GPS, it can still use the cell phone towers as an approximation, plus any SSID beacons nearby
- Very powerful processor, capable of listening for 'interesting' data before sending anything
- Similar functionality to an Echo / Google Home / Apple whatever. They'll be listening for "hey siri" or "ok google"
And so on. Plus, anyone you interact with will have such a device in their pockets.
Given that. why would an Echo be of any particular concern? At least you can monitor their network activity easily. Not so with a smartphone, which is a much higher threat. And yet most people sleep with them next to their beds.