I find it quite scary and at the same time it makes me really angry that this is happening. It's a massive invasion of privacy and completely unacceptable, no matter what colour Google paints it. I know FB messenger messages are not completely private either. I went through some trouble in my personal life a few years ago and discussed it with a friend over there. FB popped a counselling service ad in my newsfeed, suggesting I need it?!? Needless to say I sent them packing and my friend and I found a different site to stay in touch on, in-between phone conversations.
As for Alexa... Sure she only listens when you say her name. Like my phone only listens when I say "O.K. Google" or clicks on the microphone, which I never do...