And as we know from the lawsuit, it seems that there's been a lot of data gathered accidentally too.
In the story, there was an implication that these audio snippets had been used for targeted ads. This is very clearly not true.
A separate issue is whether Apple take audio from opt-in full hey Siri sessions and sell that advertisers for targeting.
I very much doubt they do that, but even if they did that shouldn't be part of the "your phone is secretly spying on you through your microphone" conspiracy theory because of course your phone is listening to you if you just said "hey Siri" and started talking to it.
The problem is that the infrastructure to harvest all of this data clearly exists, and the only reason we shouldn't believe that it's being mishandled is whatever degree of faith we have in these companies to behave ethically, comply with legal requirements (or face a slap on the wrist), and most importantly, have developers that don't inadvertently make any mistakes. I really don't have faith in the latter point in particular.
The point is that maybe this data improperly ends up being used to serve ads, or maybe it doesn't, but in light of all the above, entertaining the idea is in no way akin to thinking that the moon is made of cheese.
EDIT: clarified "recording" to "listening".
It very clearly isn't!
Unless you mean "listening for hey Siri wake words", in which case yeah, it's doing that, but that's not the same thing as "recording".
Think about how many people would need to be in in the secret and actively lying about it: employees of phone hardware companies, and ad tech engineers, and execs at these companies, and their legal teams, and every contractor they used to help build this secret system.
All of whom passionately deny that this is happening.
If that's not a conspiracy I don't know what is.
Just because something is labeled a conspiracy theory doesn't mean it's not true (this one isn't true though). You're welcome to continue believing in it, but saying "it's not a conspiracy theory" doesn't work for me.