They probably know it in some database, but won't let you log in with it. So this password recovery thing won't work on dheera.
Most people I know don't have me as a phone contact either, typically just e-mail and Facebook or WeChat, but not phone.
I don't use phone calls much, and I block all unscheduled calls anyway.
How about parents / siblings / spouse / significant other? Nobody has you as a contact? None of them have installed Facebook / Messenger / Instagram / Whatsapp? Do you use any app / website on your phone that uses Facebook for ads? Is there anyone else in your home who shares your IP and uses Facebook?
Feel free to believe what you want, but I don't think you have the privacy you think you do.