You can test this by randomly repeating a word or topic in a conversation format and then later search for something on that device. A good example of this working is if you browse to Facebook via Chrome/IE or have Facebook messenger installed and running on your phone then simply let the phone go into standby (closing the app doesn't prevent it completely). If you have a linked ID (Windows Live, Gmail, Facebook connected, or otherwise) it will show up on those devices too.
These phones pick up everything...including my discussion with Mike Ritsema at lunch (the advertisement reminded me to find a phone with a removable battery). Laptops have similar features built into Windows and Mac devices. Sure, many could take the approach of "I don't care if they listen," but consider the ramifications with things like terms of service agreements. There are places on Android and iOS devices where some of this data is stored before being uploaded, and I'll buy lunch for the person who finds them first. 🙂