Im 100% certain phone calls are "scanned". My sister did a test. Talked about a product, ONLY on the cell phone. Never touched a PC, never googled it, NOTHING. Within three days, guess what ads started popping up? So, ya, keywords are listened for that go to a database.

That said, I used Alexa MULTIPLE times a day. Mostly to control my system but she comes in handy for every day questions as well.