Also in these scenarios, all of these devices (Alexa, Android, iPhone) are only locally listening for a wake word, usually using dedicated hardware to detect it. Until you say the wake word, nothing you say is being saved or sent to the network. You can verify this by monitoring your network.

It's been the topic of much discussion that it can probably be listened to at-will by some 3-letter agencies.

It probably isn't, though, and there's almost certainly not a preserved history unless it's on.