If you have any facebook or facebook-owned apps on your phone, you have been basically giving out all your data to whoever wants it. I think things have tightened up a little recently, but it was like that for a while.
I am sure FB is not the only one, just among the most effective. If you use anything Google, assume they knew everything about you as well.
It is all the price of free.
And yes, is is very creepy IMO. It being ubiquitous, and largely unavoidable does not make it any less so.
The commentor above who mentionsd Orwell (1984), echos my thoughts. Who would have thought we would happily install the surveillance trackers on ourselves?