It's not the first time CMG has made that claim (https://arstechnica.com/gadgets/2023/12/no-a-marketing-firm-isnt-tapping-your-device-to-hear-private-conversations/) and it's not any more credible this time around, although conspiracy theorists will have another field day.
I think they would do that if they could - my understanding is that kind of action is illegal. This is ultimately the result of legislating against all other forms of protest.
I’ve installed it in the last few days. Got the Discord and WhatsApp bridge up and running. About to give the iMessage bridge a go. It’s been fairly smooth sailing so far!