When these people say "surveillance" they mean they think that Facebook magically hears it when they say something out loud and they start seeing ads for it. We engineers overestimate the awareness average user has about technology.
Not "magically" - they don't trust their device. And can you blame them? Their device likely isn't trustworthy in so many different ways.
Hell, when accelerometers can be repurposed as rudimentary microphones, and when just about every modern device/app defaults to maximum "yes please track me," I tend to be paranoid myself!
To give an example, after the recent WhatsApp PR crisis because of the change of toc, I see a whole bunch of my contacts changed to Telegram. They could have chosen Signal but no. They switched from an end-to-end encrypted app to an unencrypted app! That's what paranoia gets you unless you know what you're doing. I've pretty given up on the average user on these matters.