You carry a smart-phone that presumably has GPS, a microphone, and a camera everywhere you go. There's a camera and microphone on your laptop too. Both are cloud connected. If the NSA (or any other super-power) wants to spy on you, they can and will. I believe we've learned that if nothing else w/ all of Snowden's revelations.
IMO if you detest this device's privacy it can only because either: A) You take your privacy VERY seriously, to the point you avoid most mainstream technology and exclusively use burner feature-phones and Tor B) You trust Amazon less than you trust Google, Apple, or others.
I am going to assume it's more the latter than the former. (If not, you really do not represent the mainstream and this audience isn't what I expected).
So assuming B, question for you: why don't you trust Amazon? I actually trust Amazon more than I trust Google or Apple. They have always delivered for me as a customer, and I believe they've always put me first.
*Edited to correct former/latter reversal.