We will have to see. I was curious about this myself, but amazon does not say categorically when it streams data to the cloud.

https://www.amazon.com/gp/help/customer/display.html?nodeId=...

Note that it says "this is when Alexa streams your voice to the cloud", but it does not say categorically that this is the ONLY time Alexa streams your voice to the cloud. I found that a lot of news articles said Alexa only records your voice when you make a request, but Amazon itself offers a more limited promise.