I think what's even more unsettling is realizing people's interests aren't as much predictable as they're being made predictable.

My wife and I, we experience a "Facebook is listening" event roughly every month these days. Of course I know they aren't, but these too-well-targeted ads or post recommendations aren't about generic, easy-to-guess interests - they're about completely random things that we just happened to spontaneously and briefly talk about that same day. The most likely explanation to me is that those conversation topics weren't actually spontaneous - that is, we were already primed, nudged to talk about this, and while we didn't know that, ad targeting algorithms did.