Alexa doesn’t always listen to you. When you sign into your Amazon account and accept the Terms and Conditions, BLAST and MEGABLAST will begin listening for the Alexa wake word. Only if the word “Alexa” is heard by the speaker will the device start recording and pass your request to the Alexa Voice Services cloud. You can disable the speaker from listening for the wake word either by enabling Alexa privacy mode or by turning the speaker off.
For full details see Mute Alexa and enable Privacy mode.