While this is true, it's not difficult to verify. You can inspect the network traffic through your router from that device and see whether it's communicating more often or with larger data packets while you're talking near but not to it.
That could be obfuscated with a powerful enough device that's able to maintain the user profile locally and by sending the full profile each time, or by trickling the information out bit by bit as part of a regular heartbeat traffic, but that would require more expensive hardware and would eat up a lot more bandwidth.
Not impossible, but not undetectable either. I'm willing to bet that studies have been done.
Skepticism is good but without thinking through it, experimenting, or doing research to back it up it's just paranoia. Conversely you could say my trust that others would have looked into it is naive.
One thing we overlook in ideological debates is that most forms of socialism and communism would have no use for advertising and marketing. Imagine all this effort going to productive endeavors and having an IRL adblock.
May my last online purchase be a beret.