Seems kinda paranoid. I've yet to meet anyone, who's met anyone, who's been harmed by not turning that setting off, or been harmed by any assistant listening.
If your insurance payments increases 5% because Amazon sold the data to some broker, who then sold it to your insurance company, who figures you're living a slightly more risky life because you go outside 7% more than the average person, how would you even begin to prove this?
I've yet to meet anyone, who's met anyone, who's been harmed in an airplane accident. It still happens.
(No, I'm not saying that Alexa data sharing is equal to physical harm in an airplane accident -- just highlighting that this is a silly argument).
"harm" is a tricky word.