I think most people would be pretty ok saying "I'm a part of a classic car community on Facebook, so I get ads on Facebook for classic car things".
I think people would be less ok with "I played a game on my phone while standing in an auto shop. Now I'm getting car ads on my news site because game accessed my location, shared with facebook, who then shared with news site"
I don't know how to make these different use cases clear without having pages and pages of explanation that nobody will read.