Here's a more likely scenario that is scary in its own right: I have a private conversation with John Doe. John Google's it and ends up on a page with the Facebook tracking pixel. Google knows John and I know each other, knows John and I were in the same place and knows John googled something not long after or while we were in the same place. Facebook doesn't know we talked about it but it can make a guess. Worst case is they show me an ad without much context like dozens of other ads I ignore every single day.
That kind of profiling is what we should be talking about because it doesn't take much to figure out who's talking to who about what when you have information about their every move and page load.