Just cannot be surprised by this anymore.
Yes, one could argue that privacy laws keep them from doing such things so blatantly, but trying to prove it in today's 'everything is a sodding conspiracy' world where the signal to noise ratio has deteriorated to such a degree, is quite another thing - especially when high-priced lawyers exist and the will to prosecute beyond a fine doesn't, for some bizarre reason.
As I write this long-winded (but ultimately, impotent) expression of outrage, I can already see a possible reasoning, one pointing to incompetence, rather than malice - due to their investment in ADT, these devices start listening and learning when put in 'Guard Mode' - this is not new behaviour.
Alarm systems listen for the sound of glass breaking anyway. And that's what Amazon Echo units do if you turn on 'Guard Mode'. This is an extension of that technological aspect which makes sense - however, the linking of data collection A to B to C and so on, the way an advertising company does - that is concerning.