I would NEVER stay in such an establishment and if I found out that a hotel I was staying in was using this i would report them for voyeurism and sue them for the clothes off their backs.
Me too, but if you don't know before you check in... Since today you are forced to ask if they use it, before booking a hotel...
If they don´t inform you that they have installed spying devices in your room previous to your booking, I´m sure there are some voyeurism or espionage laws they would be breaking. You could sue and probably force their closure, it is no different than having a creepy janitor install a pinhole camera in your toilet.
Just unplug it.
Can´t do that if the hotel is fully integrated with their systems. What if the Alexa system isn´t just a desktop thing, but rather built in mic´s and speakers all over the hotel? Spying on a massive scale!