With the scientific method and anecdioal evidence, kind of never.

You got to dig down to the facts. Or we can just tell the fact that a lot of people feel that way. And I mean "confirmation bias" is a very good explanation. We also have a lot of people believe in esoterics, homeopathy etc. The mechanics of psychology are well-understood.

If we want to get to the truth, we have to do a proper study. I'm not an expert on this, so I don't know if we got to that, yet. I know people have demonstrated this is technically possible. But as far as I'm aware people have taken apart a few of the major apps like Facebook etc, logged the traffic and couldn't find anything that uses microphone data to do targeted advertising.