I absolutely hear your point, and understand where you are coming from. If this where a regular person, I would agree that they would have no idea that Amazon would store their data.

However, this lady seems incredibly smart, hosts a podcast (and newsletter) about many topics (inc. tech). I would personally have the opinion that she would be fully aware of how Alexa works and that Amazon would most likely be storing her data.

I know I shouldn't be blaming her in this instance, and I'm not, I'd just expect her to know better.