It is all part of targeted advertising by tracking your online behavior and it is not irrational to feel creeped out by this.

A few months ago, Facebook partnered with some of the largest data companies such as Acxiom, Blue Kai, Epsilon, and Datalogix to help improve their targeting. (https://www.facebook-studio.com/news/item/partner-categories...)

One way to help prevent targeted advertising and companies collecting behavioral data about you is to use a browser plugin called Ghostery. (http://ghostery.com)

Disclaimer: I work for Evidon, the owner of Ghostery.