Earlier quoted context omitted.
How does such a practice differ morally from consumer credit reporting agencies?
You sign up for those when you get a credit card. You don't sign up for Facebook, they just start tracking you. You don't even have to go online for it to happen. They'll do it from your friend's profiles. It's quite different.
https://files.consumerfinance.gov/f/201604_cfpb_list-of-cons...
... but I think you answered the relevant question, which is that you consider opt-in to having your behavior tracked (even when that behavior interacts with third parties, e.g. visiting someone's website or buying a product from someone's company) morally key. I think the CFPB document I linked above indicates that this is not a universally-accepted principle.