There's also the option that before bringing up something in conversation, your friend has made some related searches or reacted to a related ad. Facebook could then make the decision to show the ad to you based on your friend past behavior and the fact that you two had a conversation.
This is similar to the Cocktail Party Effect
Clearly Facebook uses many, many sources of data.
Have you considered the possibility that those other people have been searching for you on FB for some reason?
Well, isn't it obvious though? Facebook owns WhatsApp and has access to both "social graphs".
(Plus, it can also infer "people you may know" from people your friends in FB and Whatsapp know).
For example, if you CC company sends your transaction history to FB without any identification information, FB could still know that transaction history by linking your smartphone location data to the transaction history.
For example, if they know you were at train station at X time and at a Rite Aid at X time and at a McDonald's at X time, they could go "map" that to a "CC customer data tranche". It is highly doubtful that two people would be at same locations at the same exact times with the same transactions at the same time.
FB is big enough to rely on their own data for most of their needs, but selling of your data is big business and everyone is doing it.
And as creepy as FB adding your neighbors to your "people you may know", the real creepy part is the B2B part where corporations sell their profiles of you to each other or to governments/colleges/etc.
And we are just at the beginnings of "datafication" of everyone. It's truly going to be a brave new world.