Don't get me wrong, Alexa has potential for a stupendously rich and open-ended set of features. But the price you pay is giving away a lot of yourself to them.
And although there is a don't listen button, the whole selling point is it IS listening anytime you want it. So people will leave it listening to them. And all it takes is bad server software from miscreants with a Trojan to get in there. The odds are that it will happen. They are too big a target, the pay-off is huge. The effort worthwhile.

Remember RBS with its two seriously embarrassing outages? Software upates? Yea sure, when you are hacked you update your software. And you remain coy on the reason. Another big target, and big payoff for the miscreants.

Alexa is a whole new vector for the mafioski.