While I've certainly heard plenty of theorizing about the possibility of this happening, I have yet to see any conclusive evidence that it has ever been done.
EDIT: What I am referring to here is the specific allegation that smart TVs will connect to open wireless networks without being commanded to do so. It's not a catch-all for any nefarious thing involving TVs or wireless networks.
It's been confirmed in the recent LG scandal.
loading story #50335986
The denied ones that have yet to be proven?
LG denies TV spying claims, says tracking and snooping concerns 'not true' (635 points, 2 months ago, 494 comments) https://news.ycombinator.com/item?id=49645480
And that isn't even the same thing either! (This seems to be a recurring theme.) If it were true that LG TVs "spy" on ambient audio, that would certainly be bad, but it wouldn't also establish that the TVs were connecting to open wireless networks to exfiltrate that data.
LG scans the list of nearby networks. It does not automatically connect to any.