As far as Facebook's concerned, it's an advertiser picking a demographic. I bet they don't know what the ad is about!
What next? Hold AT&T culpable for providing internet to these advertisers?
If AT&T is otherwise interacting with the content (e.g. throttling or zero-rating based on it being an ad), I don't see a problem with that.
Traditionally, common carriers were protected under the premise that they didn't discriminate based on content. In this respect, I think internet carriers are putting themselves in a precarious position in not supporting net neutrality.
Once a carrier shows that it can (and does) discriminate content, what makes it different from a publisher like a newspaper?
Apple for instance would be sued into oblivion if it let anyone post a song for sale on iTunes without any vetting for copyrighted content.