Just that really. We have an amazon echo in the front room and I just get this creepy feeling that it's just sat listening to me. It must be listening as it needs to be ready for commands but just feels creepy. Same in my office at work, we have a google home. I'm Sure they'll be someone out there with the skills to hack them! Not that I have anything interesting to say!
I also feel the same way about the cameras on my phone and laptop, there was once a tech and security expert being interviewed on telly who said he always places a small sticker over phone and laptop cameras.