The difference being that googles advertising is optional, you can opt out of it any time you want, and you don't enter your personal information into your google searches.
plenty of people enter personal information into searches, something as simple as directions in google maps qualifies as that.
if you're not an idiot about what you put on facebook there's no problem (unless you're one of those aspies that stuffs themselves about facebook knowing what music and stuff you like, god forbid)
seriously it's an automated system of making ads more relevant, how much of a baby do you have to be for that to scare you lol