Oh, most definitely.

Mr Zebra and I will most certainly
not be allowing anything like that into our house. In fact we were just watching a video yesterday about this very event. Lucky that the couple being recorded weren't saying bad things about the person it sent the recordings to! (Or much worse scenarios could have happened).
You've said you're already using Siri (which is similar to Alexa I believe?) I think it would be safe to assume that they're both equally capable of nefarious actions.
I genuinely don't understand the obsession with technology like this. Is it really that much trouble for people to order things themselves, or switch lights/heating/etc on? I can see a really scary future where humans are consigned to sitting around their houses, never going outside, ordering in everything they need, while AI does all the work.
Not a future I would welcome.
There will be, of course, people who would call Mr Zebra and I "technophobes" - but we're not
scared of the technology, we just understand what it is capable of, and that makes us careful.