Frequency illusion or Baader–Meinhof effect: The illusion in which a word, a name, or other thing that has recently come to one's attention suddenly seems to appear with improbable frequency shortly afterwards (not to be confused with the recency illusion or selection bias).[51] This illusion is sometimes referred to as the Baader–Meinhof phenomenon.[52]

https://en.wikipedia.org/wiki/List_of_cognitive_biases

Or maybe you watched john wick on netflix or amazon and boom.

And a 1000 other times you discussed a different topic your facebook feed didn't show ads for it.

These kind of corrolation incidents are why the myth exists. The truth is that advertising companies like Facebook don't need to listen to us. They already know more than enough personal information about us to target ads.

I’m not sure what I think is more scary when these scenarios pop up.

Being listened to, or companies being able to predict my behaviour before it happens based on the data they’ve got on me.

It is also possible that the fact you watched John Wick puts you in a category of people that would own a handgun.

For me, until now, this kind of target has only lead to funny anecdotes. Like telling a friend on Whatsapp I just bought new shirt only to receive shirt ads for weeks. Well, too late. Another one is receiving cat food ads because I send a pic of the cat I was feeding while a friend was in vacation. Fail again, I do not own a cat. Good try anyway.

But I recon, you're case is creepy. But more likely that the VOD service you use sent data to Facebook.

The information that you've watched that movie likely went into the ad-placement algorithm and it then may have decided that you could be interested in guns.

Now, is this reassuring? Maybe the ad-placement algorithm with all the data available is much better at knowing who you are and what you want that than recording audio, and extracting meaning from it.

How many completely irrelevant ads, which you think nothing of, do you get a day?

From an advertisement standpoint, there is so much noise in a microphone signal. It would be helpful for large-scale surveillance so a human could pin-point individual persons-of-interest and listen to what they're saying (big brother style). But that's not how advertisements work.

I had the same experience but I was just thinking about it! Somehow Facebook app is reading my thoughts! /s