If it were actually happening it would be so easy to prove. That’s not to say that always-listening devices aren’t a huge privacy violation with the potential to record and monitor your conversations, but most of the things that people think are evidence of this are just them being monitored in other ways. For instance someone has a conversation with someone about something, never searches for it on their phone and sees adverts about it, but ignores the fact that the other person might have searched for it and whatever is monitoring their searches also has a link between the two of them.