It does. Alexa and similar devices always have the mics on. That's why they can respond to your commands. If the mics weren't always on, how would the device know you're talking to it? It'd be like a blind person putting earplugs in but magically knowing to take them out after you say their name. They can't see or hear you, so they wouldn't know you called their name. The question is whether or not what the devices hear before being summoned is stored and/or transmitted somewhere. I don't care either way because my conversations in the living room aren't that juicy.