For example, someone might be gay and haven't yet told friends and family. Facebook probably knows from their browsing history. How difficult would it be for someone to run an ad on Facebook, cleverly disguised as an "article" to encourage clicks, targeting gay people in a particular region. Five minutes, tops? Well every gay person who clicks on that link has just given away their IP address and location information and the purchaser of that advertisement has a pretty accurate list of gay people and where they might be located. Hopefully they're using that list for benign purposes but who's to say?
Do you think the average Facebook user is aware of how their information is leaked by simply clicking on a link in a Facebook advertisement?