They are photographing you listening to music (probably enigma) and being naughty with yourself, better delete ASAP!
I’m not a conspiracist so I’m good.
At UPS I worked with many of these tracking companies as we used them for various e-commerce campaigns.
A lot of worry about nothing.
I know I can talk to my wife about a certain product and the next thing I notice is I am being served up an ad about that product.
I look at it as a feature of service and like that.
I got a really good price on an upright rollator that was half the price of the model I had been discussing with my wife.
Alexa definitely is listening ... I just make sure I don’t say anything about my plan to assassinate Jeff Bezos! LOL