https://en.wikipedia.org/wiki/Onavo#Facebook_Research this should provide some background; this is the software referenced in TFA. Facebook bought a massively popular VPN service specifically to monitor their users' web traffic and app usage.
If all the users data was going through the VPN, Facebook defacto knows what the user is doing on the web making that suggestion moot. It's the on device activity they want.
Yup, and they wanted to shove nation-state malware in to Onavo to do it, it sounds like!