I am not surprised that corporations will advertise somewhere morally questionable. I am (very slightly) more surprised that they still think Facebook advertising is a good (in the sense of "effective") use of their money, given all that has come out in the last few months about how poorly targeted FB's supposedly targeted advertising is.
But then, perhaps the answer is that almost all advertising is really poorly targeted and a waste of money, and CEO's (and their advertising departments) are just not willing to accept that.