(1) This device is absolutely sealed and opaque. It can't (easily) be analyzed to see what it's running, doing, or sending. It's even more opaque than a phone. It has enough processing power to do local image analysis, object recognition, etc., so just looking at bulk traffic won't prove anything about whether or not it's watching.

(2) The camera in this device is part of its core functionality, is always on, and is situated deliberately so as to watch you.

(3) The device is literally an Amazon sales rep in your house. Its primary purpose is to represent Amazon and sell you stuff.

I've always thought Alexa and the other cloud-connected voice-activated things were completely insane. I will never own such a thing. Period. This takes it to a whole new level of creepiness.