FB doesn't just "sell ads". They do their best to snoop on users (and non-users) in every context they can to better target advertising. And there's no easy way to say "stop tracking me". I think it's perfectly reasonable to be a little miffed about that.
20 years ago we called software designed to do this kind of thing "spyware". How did it get normalized to the point that people defend it?
And regarding the comparison to traditional media: if the NYT had a PI following me around every day, I wouldn't trust them either.