Neither do we have to. Facebook is grabbing it all anyway. With pre-emptive measures ala ad-, cookie and tracker blocking we can reduce the amount of data they get, but they still get something.
If they'd only collect data about their users, that would be totally fine. But they don't. They build shadow profiles of people who are not on FB and track them just the same way.
FB is a whole lot closer to Orwellian surveillance apparatus than it is to entertainment site.