> Without analysing the firmware you wouldn't be able to confirm for sure what it's doing.
It's on your own network, so it's trivial to know when it's communicating and with whom. In principle, it could periodically wake and poll a C&C server to see whether it should start streaming audio or not.
Nothing forces it to be on your network. If there's a neighbor with open wifi, or easily cracked wifi, or wifi Amazon already has the key for, (from an Amazon tablet/phone that's been connected to it before) then it could talk on that instead.