I did not expect that when I visited cnn.com, after having logged into Facebook a week earlier, Facebook would log which articles I read. There was no reason for me to think that clicking "remember me" when I logged into Facebook also implied "and also remember my browsing history on all of your partner sites."
That's the behavior that pisses me off, not the targeted ads that you mentioned.
(I assume it's obvious why logging a subset of my browsing history without my consent pisses me off, but let me know if that seems odd and I'll explain more.)