All of these companies capture the data to improve their recognition, heuristics, and machine learning algorithms. The pay off is that their services are vastly improved.
Ever wonder how Google was able to catch up and perhaps surpass Microsoft, IBM, and everyone else in the Voice Recognition field so quickly? It wasn't because they came up with some revolutionary algorithm overnight. It was because they very quickly amassed an archive of transcribed audio samples. How did they do that? Very cleverly with Google 411.
If you ever used Google 411 you might have noticed it worked slightly differently from regular 411. You spoke your query, the voice recognition software spoke back what it thought you said and asked if that was correct. If you said no, or it couldn't understand your reply, it connected you to an operator who first listened to what you'd said and then repeated the confirmation process with you again whilst inputting what you actually said into the system. This created a transcribed audio sample that Google could use as a test case for their voice recognition software. This allowed them to iterate much faster than other companies.