Given that I feel that Apple, Amazon and Google all have deals with a number of key marketing companies where they sell your marketing id based on keywords their devices "hear". So they aren't sharing your conversation with third parties but selling your marketing id based upon what they hear, e.g. you start talking about diapers and they'll sell your marketing id tagging diapers. I have done tests with this in creative ways with a few people and we've been able to trigger ads within a very short time period for things that in no way should be showing up and that none of us ever searched for or typed into the computer/device.
I'm all for someone proving me wrong or giving a better explanation but knowing how we dealt with peoples electronic data and what we had available to us I can't imagine they aren't doing this given what we have seen.