[He drops his wrist. Alive? Well. He's never had to explain the basics of technology to someone entirely unfamiliar, but he's explained basic concepts to idiots before... She isn't an idiot, so he'll actually try not to sound condescending.]

It doesn't need to be "alive." I don't know what sort of world you come from, but we have similar technology in mine. Man-made machines for nearly instantaneous communication across significant distance.

This one is clearly capable of transmitting audio. The so-called "Voice of the Ancient" did so earlier. It's possible these devices are sending everything they hear back to our abductors, whether we activate them or not.

[He supposes there could be a magical element to it, but it's difficult to say. There's no obvious way to remove them, much less access their inner workings.]