"Facebook is always listening to you!": I assume that many researchers have attempted to figure this out by snooping traffic from the app. It takes a bit of technical skill to do this. If there was any strong sign of this, I assume it would have come out by now. Maybe there's a super secret bit of code that bypasses Android's microphone controls, does speech-to-text and intent processing so efficiently it doesn't cause much battery drain, then holds the data and transmits it back to Facebook using steganographic techniques?
"Smart speakers are playing messages while I'm asleep": Anyone could buy a $30 audio recorder and just let it run all night. Also, anyone might be a light sleeper or wake up at the wrong time and discover this. How would this even be possible to hide?