Ah man I LOVE my Sonos! Got it cos @katykicker said how good they were and I've got the version 1 as well (Think it's £129 now!) but it's perfect for the Conservatory.
We've got a mishmash now with Amazon Echo downstairs Google Mini upstairs!
I personally wouldn't worry about the speakers 'listening' to you any more than I would worry about cookies from websites or your smartphone apps like Twitter and Facebook doing it! Heck half the people on here helped Appen with the dreaded OK GOOGLE task a few years back so if anyone is gonna hear what you say it will just be one of us anyway lol
With my newly installed Pi-Hole, I worry very little about data being collected from me, but I do want to keep it to a minimum. Next purchase may well be a homepod, if i manage to sell a kidney or something.