Indeed, but those were your family members. You knew them well and there was context, for good or ill.
But in this case the device is a bunch of strangers. Perhaps no one stranger listening in, but everything being processed off site and added to the profile Amazon or Google is building about you.
I think such privacy concepts are too abstract for a child to be concerned about. You'd be hurting their view of technology and enforcing an idea of Big Brother if you were to teach them a voice assistant is a bunch of strangers listening to you.