Do they draw power when switched off completely???

Nope. so that rocker switch physically breaks the connection between the wall socket and whatever is plugged into it’s sockets. as far as power consumption goes, it’s basically identical to unplugging from the wall.

Maybe they’re actually listening to us.

Do… you know about your cell phone? they don’t need to but bugs in surge protectors because we so very handily take the world’s greatest spying device with us everywhere we go. willingly. without a second though.