Because - as I’ve explained in the comment you replied to - it’s pretty easy to check it for yourself. Unless you believe that an Echo has a secondary cellular connection that’s only used while muted, any traffic must go over your configured connection.
Just look at the amount of transferred data while it’s muted. If there is data (beyond extremely low background traffic) I’m wrong. If there is no data, you’re wrong.
This is not some hypothetical metaphysical principle we’re talking about, it’s a product that you can analyse yourself. Put up or shut up.