The actual "sharing" was using the Meta pixel and TikTok's equivalent, presumably so the healthcare exchanges could do retargeting or similarity-based marketing to get people to sign up for health care coverage. Which, narrowly, seems like a reasonable thing to do. But of course using the pixel automatically "shares" the data with Meta/ByteDance/whoever, and they get to use it for whatever nefarious purpose they want…
That it feels like there's an implicit assumption that they would (target or market) seems to be part of the problem.