Same with the microphones on your computer, external monitor, tablet, and soon smartwatch.
To be effectively paranoid like the grandparent commenter, one would have to opt out of a _lot_ of convenience. If you're actually a person of interest to the point of being surveilled with an Echo, you'll be surveilled with all your other digital devices as well.
Hell - the Echo would be incredibly limited relative to those other devices. It only captures specific rooms in your home. Those other devices follow you throughout the day.
But that's not constantly transmitting my voice to the internet without my knowledge unless I'm being specifically targetted.
I wouldn't put something like the Echo in my house. Similarly, my Smart TV isn't connected to the internet. But I'm not afraid of carrying a smart phone with me wherever I go.
Two completely different things in my opinion. One requires specific targeting (which I'm OK with to a point), and the other can be collected with a dragnet.