1. It is just as unscientific as saying that Facebook MUST be listening, without finding any evidence in the workings of phones, app source code, etc. Almost by definition, there is no experimental evidence for the Baader-Meinhof Phenomenon.
2. It posits that everyone who has experienced this is unsophisticated and ignorant about cognitive distortion. Clearly, some people who believe that Facebook is listening to them talk also believe that there were no planes on September 11th, etc. However, many many people today have a good understanding of psychology, are well aware of (basic) cognitive biases, have thought about these experiences. People also have experiences of unlikely events but which have well understood or easy-to-estimate probabilities, which didn't occur much historically. Lots of people can distinguish quite well between their own illusory biases and events which are coincidental, but not 'in the mind'. Some of these people seem to also believe their speech has found its way into advertisers' profiles.