The difference is this thing is always listening waiting for you to talk to it.
Assistants don't listen to every word the way you think.
They listen to a keyword. In this case, Alexa. They listen for that word while offline. Once they recognise this word, they now start listening for real for your inquiry and transmit your inquiry to amazon servers for processing then you get an answer.
You have an assistant on your phone or laptop. Siri, Cortana or Google Assistant. They don't listen unless they hear Hey Siri or Ok Google. Otherwise, your microphone is always on.
You can prove this yourself. Set up Siri or Google Assistant. Clear your data usage. Trigger it up by saying Ok Google/Siri. Make lots of queries. Now go see your data usage.
It is about 10mb for 5 minutes of enquiry from Google assistant . Just imagine if it was listening all the time for real as uninformed people and rumor mongers claim. 10*12*24 is over 2.5GB per day of Google assistant always listening. There is no one on earth having his 2.5GB worth of data being siphoned per day and they don't know.
The second reason why digital assistants can't listen all the time the way people think is that they don't have the processing power to process what you are saying. That is why they need internet connection to transmit your voice for language processing. They can only do precoded set of instructions offline.
anything with an internet connection will collect information about you either this way or that way