They have NOT been listening through my Alexa.
Ain't got one, never had one, and won't be getting one.
They, being anyone in a position to try, might manage to use the microphone in my PC or phone, but not with my knowledge.
I absolutely detest trying to talk to machines. Automatic voice systems on phones are hideous. It just isn't how my brain works. Unless I prepare what I have to say, I usually stutter it out and get sent to the wrong place, or (hopefully) to a human because the system got confused.