I get the allure of Alexa but my friend who had one, would be sitting on the sofa with the lightswitch next to him and have alexa turn it on / off for him.   Weird.  He would also have Alexa look things up for him when he was sitting at his computer.  Certainly he could have typed it in faster.  

I think it is just showing off but yeah, it could be listening to everything you do.  In my house the FBI wouldn't get much useful information.