I, on the contrary, clicked every relevant ad on facebook. Now they learned my preferences and show me mostly ads about vintage 8-bit computers and tracker music software and groups.

And no ads about viagra or yoga pants.

I'd say that FB ads generally can target much better than general web ads because they can track and profile you precisely, e.g. from your posts, comments, and other interactions. But at least you sign up for that when you agree with FB's EULA when creating an account. General web ads are worst: they try badly to track you to become more targeted, but can't get targeted enough to stop being annoyingly off the mark even if they wanted.