Such as?
Facebook has explicitly denied spying on people's conversations. I can't think of any situations where they have flat out lied about something like that, so I'm curious to hear what conspiracy theories they have proven true.
Shadow profiles for example.
It’s a complete mischaracterisation that Facebook shared private messages with Spotify. By the same logic, you could say Google is sharing your emails with Apple when you access Gmail using the iOS Mail client.
Spotify was offering an integrated client to FB’s chat service. This UI integration was a market failure and was discontinued years ago. Of all the things wrong with Facebook, this wasn’t worth the noise.