And why wouldn't they? I know more than one person who insists their smartphone must be listening. Simply because as soon as you even mention a given subject in conversation, it seems to show up in ad targeting. Of course what really happened is subconscious - you googled the subject earlier, or mentioned it offhand in a Facebook Messenger conversation or maybe even just lingered on some clickbait too long, or whatever.

The speakers are listening. Only for the wake-word of course. But explain that to nontechies.