It's not like there's a law of physics requiring that always be true, you're trusting that to:
A) Be true now, and B) Keep being true in the future.
And it's the sort of claim that is very very easy to lie about.
State adversaries are a different story. I don't doubt the NSA might somehow break into Snowden's Echo, but most people don't have such adversaries.
State adversaries have repeatedly demonstrated a desire to "collect it all" and sort it out later.
https://en.wikipedia.org/wiki/Room_641A
The entire emphasis of what Snowden revealed was precisely that the method employed by the NSA were not targeted.
(I mean, what the hell - deep in the options of Google Now I can actually allow the phone to be unlocked by my voice - but if and only if it is plugged to a charger. They had to explicitly code in a special condition to make Google Now less useful.)
(and yes, I know you meant other kind of "always listening")
They always listen but only execute when they hear the triggering phrase.
Otherwise they'd never hear the trigger...
Whether they locally store what they hear prior to the trigger is the concern. I doubt they do but technically it's not challenging.
I can't tell if this is satire.