The echo does allow you to see a history of all previous recordings sent to Amazon (Settings > History), along with the actual voice samples that were sent.
Now granted, I don't think you'd be able to ensure that all packets that were sent corresponded to what is displayed there, but you can estimate it based on the sizes of packets and maximum data that could be sent. Would a proxy server that you controlled resolve your concerns? Or is it more "I don't know what's happening on the backend"?