Having it being completely sealed without the ability of the end-user to install software is a security win for most people. Then it's much less likely that a user will install Malware on the device, and it's not likely that Amazon is going to hack their own devices to make them into spy cams. Not allowing user installed software greatly reduces the attack surface of the device.
No, there's no way anyone would do that.....
http://abcnews.go.com/GMA/Parenting/pennsylvania-school-fbi-...
https://www.washingtonpost.com/business/technology/2013/12/0...
https://it.slashdot.org/story/13/01/29/0111238/58000-securit...
Even if it wasn't intentional, unknown bugs are a thing, and trusting someone like amazon, who clearly does not have their customers best interests in mind, seems foolish to me.
(1) This device is absolutely sealed and opaque. It can't (easily) be analyzed to see what it's running, doing, or sending. It's even more opaque than a phone. It has enough processing power to do local image analysis, object recognition, etc., so just looking at bulk traffic won't prove anything about whether or not it's watching.
(2) The camera in this device is part of its core functionality, is always on, and is situated deliberately so as to watch you.
(3) The device is literally an Amazon sales rep in your house. Its primary purpose is to represent Amazon and sell you stuff.
I've always thought Alexa and the other cloud-connected voice-activated things were completely insane. I will never own such a thing. Period. This takes it to a whole new level of creepiness.