Well, not completely opaque -- it uses your wifi network, so you can watch its traffic to see if it's sending streaming video back home without your permission. The stream should be encrypted, so you may not know exactly what it is sending back home, but you simple traffic analysis will tell you if it's sending video.

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.