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).