TLDR; Unless you are infected by targeted spyware or wiretapped, your phone is most likely not recording your conversations. The reason why this may appear this way is because of how online trackers use other factors, such as browsing data, to infer your habits.
TLDR of TLDR: No, you’re iPhone isn’t listening to you; it does something much worse.
Yeah. Even my bank and government apps send data to Google. I have to block them at the network level.
Yes, it’s comical that nearly every website these days requests third party content from one of the usual suspects (FAANG), be it for ads, fonts, or other embedded content. Thankfully uBlock and other extensions allow you to filter out all that crap.