Well, Amazon already has your address anyway, or they wouldn't be able to ship stuff to you. Everything is tracking you all the time. Every time you use a website, it's tracking your IP and knows where you are. It's keeping track of everything you look at, everything you search for, everything you buy. If you have a cell phone, it's tracking everywhere you go. All the smart speakers and phones are recording what you say. And all the info "they" have on you is being sold to everyone else.
There is no such thing as privacy.
I do not believe your phone is recording everything you say.
I don't know if they record EVERYTHING you say. They definitely record you when you intentionally speak to them, and sometimes even when it's not intentional. There are plenty of news stories about recordings being leaked, sent to contacts, etc. I've done tasks on Figure 8 that were meant to transcribe audio recordings when people use Alexa or whatever in their cars. Most of the time it's "where is the nearest McDonald's" or "play Michael Jackson". But sometimes it was just people having normal conversations, people arguing, etc. One person was yelling at her kid in the backseat. One time a woman sounded afraid and was crying. One time it sounded like someone was having a medical emergency.
Haven't you ever had a time where you were talking, not using your phone but with it nearby, and suddenly whatever you were talking about shows up as an ad the next time you go on Facebook or something similar? This happens frequently to me. One time I was talking to my husband about one of my company's clients. My husband had never heard of that client before, so also had never talked about or searched online for it. But the next time he opened Facebook, there was an ad at the top for that very client. Last weekend my mom was talking about getting an on demand water heater for the cabin. I was curious to see how much they cost. I went to Google on my phone and started typing "on d" -- three letters -- and the first suggestion that came up was "on demand water heater", not "on demand videos" or "on demand music" which I think would be more common searches. My mom freaked out a little when I told her.