> if [...] people can get more data about me (e.g., with whom I talk to) [...]

It's quite possible, at least among mutual friends. If you have 2 people you know, who are also friends with each other, who have high correlation of online times, then, it's a signal that they could be talking with each other.

It's also amusing (insert a better verb...) that Facebook probably knows who's dating who based on frequency of messages on Messenger/WhatsApp/Instagram, location data ("It's the 3rd Friday night that their phones are close to each other in some venue"), and if they're on the same WiFi (A few hours later: "Well, it's 1AM, and after an hour of inactivity, James' phone is now connected to Jenny's WiFi, they did have their third date earlier...")