I have, either in the browser or in Swipe (a third-party app). I've never logged in to or installed the Facebook app or Messenger.
The third party data sources is the easy one. Log into service A on your computer and service A on your phone. Service A fingerprints both and sells the data to service B. Now service B knows how to correlate your behavior between devices even though you never logged in.
I’m sure you’ve logged in something on both your phone and computer. It doesn’t have to be Facebook.