Just like any other digital device (phone, tablet, iPod, etc.), you have to factory-reset a smart-home device before you donate it or otherwise send it out in the world, for all the privacy concerns you’ve mentioned. (Many of the used book/video/music stores in Chattanooga, Atlanta, and Knoxville that I frequent are happy to buy and resell these devices; I assume it’s similar all over. So I’d imagine that donating these devices would be equally appreciated by non-profits who generally accept electronics.)
Here’s a Lifehacker article that covers the basics for doing that with Amazon Echo, Nest, and Google Home speakers, but it’s from September 2019, so there may be newer devices or newer versions not covered. For how to re-set Amazon’s SmartHome devices (lightbulbs, locks), Amazon has an instruction page.
For just about any other specific device, you’d want to Google the device’s name and “factory reset.” But before you do that, I’d encourage erasing all the data the company has on you in their servers, if that’s an available option. (Whether you believe it’s really erased is a discussion for another time.) For example, to erase all of your Echo commands, you can do it through the app, through your browser, or ask Alexa to do it, which seems kind of wackadoodle. Here’s a CNET article from last July on how to do it.