I’ve thought about that myself. My two thoughts so far are: 1) it’s a security feature - that by processing the request in the cloud, the OEM can better guard against a compromise of the system involved, and 2) if the request goes to the cloud, the OEM gets to know more about your use of the device, your patterns of behavior
The feedback from device use can have privacy concerns but I remember reading quite a while ago what a godsend manufacturers find in user feedback on item use. In the good ol’ days, a device would just be manufactured, shipped out the door, and the manufacturer would learn very little about how it’s actually used. Same with software products. Now with the Internet a manufacturer can collect tons of data on how a device or piece of software is actually used (usually by opt-in of the user to help future product development, better kills bugs, etc.).
I have worried a little that some bad guy has access over the Internet to some of the use feedback, learns when we’re typically not home, robs the house, etc. And with Alexa, I’ve had the hilarious situation, that the wrong combination of words caused her to call my neighbor’s son on his cell phone in the middle of the night. We didn’t even realize what we’d accidentally done until we heard the cell phone ringing through the Alexa speakers, as he tries to answer (and wake up), I’m saying, “Alexa, hang up” and trying all the different words I can imagine will tell her to stop but the sound of his voice over my speakers is competing with mine. I didn’t even realize who we’d managed to accidentally call until I went to the Alexa app, looked up the name and number Alexa decided to call.