Devices and toys that use Wi-Fi are at risk of being exploited by hackers. Anything with a camera, microphone, or other sensor can be used for nefarious purposes to collect information about you and your family. Be aware of the risks when you consider purchasing these toys.
https://www.us-cert.gov/ncas/current-activity/2017/07/17/FBI-Releases-Article-Privacy-Risks-Associated-Internet-Connected