so you would need hundreds of thousands of listening points, several per mile to be able to even listen to it all
Enter the rise of popularity of cellphones, each with a data connection and a microphone...
not to mention simultaneously recording the entire spectrum everywhere would require Petabytes per second, especially if they want to catch every possible encoding scheme. (FM, AM, SSB, ASK, FSK, OOK, PSK, QAM, and that's not even including all the many many possible spread-spectrum schemes)
...aaaaand quantum computing, AI-assisted sorting algorithms, distributed data centers, the best electronic surveillance gear available to the DoD, etc etc etc...
I love your optimism, but the reality of the situation is that it is actually quite easy to COLLECT all the info. Formats don't matter, they hoover up even all the encrypted info, with is WAY more data than many video formats. Sorting through for pertinent info, on the other hand, takes a lot of manpower and manhours, eased by automated scripts, long-developed spy tech and probably AIs as well.
As for other emissions, the US has spent millions of dollars over the decades, if not billions, and will continue to do so, to build ships and planes that do exactly what you're skeptical about, collect broad-spectrum SIGINT emissions for further study. Let's be real and admit that if a group of the US gov't is willing to wipe its ass with the US Constitution and spy on their own citizens, then they're probably willing to use this gear on them too.
No one in the US is safe from data collection. Understand that fact, and it will help you understand the situation better.