I own an Echo and this is part of the reason it now sits unplugged. To be honest, it doesn't provide enough value for me to consider potentially compromising the privacy of my home.
In short, we "feel" security more than we reason about it and once a risk has been personified we lend a lot more weight to it.
Is there a skill I can install that would let me say something like, "Alexa start recording audio to the cloud"?
Letting fear of privacy boogyman control your life is a sad waste of living.