The Big Techs that run on ad revenue typically keep user data to themselves, and offer advertisers a platform for targeting ads without knowledge of individual users. There have been some scandals (CA is the one I always think of, and there are more) but typically selling de-anonymized user data is not the business model of these companies. That doesn't stop people from saying it is, but AFAIK they are largely incorrect.

Contrast that with e.g. the somewhat recent revelations that cell carriers have been selling individuals' granular, de-anonymized location history data to, essentially, anybody willing to pay.

From a privacy standpoint, which I think is the context here, I consider the latter sort of thing to be far worse.

They are 2 very different ballparks in that I would much rather let FB sell my info which I provide willingly than a credit bureau sell my salary history, which I don't.

Also Facebook doesn't sell anyone's info!

Facebook doesn't sell your info. You cannot buy people political affiliations on fb.