Yeah, there's no way for Facebook to be actively listening to conversations on millions of phones connected to private home networks without someone noticing. And that's not even addressing that someone currently or formerly working at Facebook would just blow the whistle at some point.
The problem with this conspiracy theory is that people just don't care about numbers and facts. They usually have an anecdote ("I was talking about cheese and hour later I got an ad for cheese") and that removes any need for hard evidence. Hard evidence that shouldn't be that hard to collect considering you own both the device and the network on which this supposed listening is happening on.
Spoiler: it actually does not happen. As the other person commented, snooping like this in scale would leak.
Edit: since you're asking, proof could be multiple testimonials from ex-engineers working on the project or a peer-reviewed article in a serious journal. Until that this is in the same bin with healing crystals and chemtrails.
Whistleblowers never prosper, at least in the US. Too many examples, take Stingray for a less controversial one. What was the result? Crickets. Exactly what would be the incentive for those engineers?
Myself, I'm a Bayesian and I grew up in a communist country, which means I start from "of course everyone is spying on me, all the time" and require strong evidence to change my mind.
You're expecting 100% of the engineers at Facebook (or previously at Facebook) that know about this to comply with the NDA. And history shows that 100% of Facebook employees will not keep quiet about Facebook doing bad/illegal things.
Where?
If it were true I feel confident that information would have leaked by now.