With the pervasiveness and relatively well known existence of shadow profiles for people not on Facebook, it makes sense that Facebook would know some information about you that you haven't shared with it.

I'm curious why Facebook would link a shadow profile about you to your real profile though, even if it knew with relative certainty you were one in the same. I can see no benefit other than advertising (which doesn't really necessitate them telling you in this way) but it seems that it could pretty easily lead to the misunderstanding above where folks impugn nefarious motives to Facebook that aren't accurate.