The thing with phones is that if they start doing something they're not supposed to (e.g. running GPS or listening to the microphone when not asked), the limited resources of a phone make it pretty obvious pretty fast. Anyone who's accidentally left a navigation app navigating or a streaming app streaming can attest to this. An app on your phone acting badly will stick out like a sore thumb in the form of higher than normal resource usage. Even real-world cases of malware have had this problem out in the wild. Remember that one blackberry virus that was supposed to be able to spread by proximity during the olympics a few years back? If my memory serves me correctly, it basically amounted to the infected persons phone dieing in a matter of hours due to the radio constantly transmitting, and spread to a number of people counted in the double digits despite being released into a crowd of millions.
The problem with a plugged in device is that it has no such limitations. It can suddenly decide to start logging all audio and you'd never notice the increased power draw. Most peoples home internet is unmetered and much faster than they'll ever need, so it could upload data without anyone noticing. It's large and not in contact with your body 16/7, so it could be running its processor full blast to farm bitcoins using your electricity and you'd be less likely to notice the increased heat. And even if you do pay attention, it's in a consistent enough environment and has enough spare processing power that it could probably monitor things like network traffic and local activity in order to perform nefarious acts only when you're not liable to notice.