What Facebook is doing is very different. When it records our activity away from the Facebook site it's a third party to the deal. It doesn't need this data to run its own services. Moreover, Facebook's aggregation and centralisation of data across all our disparate fields of activity is a very different thing from our phone company having our phone data and our bank having our finances. Worst of all, the way Facebook collects and uses our data is both unpredictable and opaque.