How could anyone not know that your private messages represent valuable data to Facebook that they're going to use for ad revenue and service improvement?

Your messages are not private on any service that doesn't guarantee privacy. Most services do not.

Heck, your use of an app is often recorded and saved.

Using these services and presuming to be in private is foolish. People other than Facebook don't respect the privacy when they copy and paste your messages to a friend of theirs. Written messages have never been a way to conduct private business that you don't want leaked or passed on to a third party.