As far as many users are concerned, they're talking to Alexa. The third party app is Alexa, too.
And because of the opaque single-dimensional nature of voice interfaces, even a savvy user doesn't know who's really receiving their intent -- there are enough glitches where you think you're sending to the active skill, but you're back in Alexa's lobby again, so the inverse case the researchers are playing with is a good vector.
I think they could solve some of this because Amazon/Google are gatekeepers -- they get user input no matter where it goes -- they could easily automate detecting anomalous user input and flag for review (that would of course miss the first victims, but it's better than nothing).
I think the "Who's listening?" part is a little harder to solve. Maybe by forcing the third party app to always announce itself as itself? But that does add some friction to the "experience" they want to provide...however, a little friction is better if it means protecting your users.