Not really.. I know many mom & pop forums that had symbiotic relations with a particular vendor. Sponsorship for the forum, special pricing for forum members.. Stuff like that.
That's a very different thing to just dumping ads on people because they looked at one video about a dog.
Of course such forums have become pretty extinct recently but for some interests they are still there.
Yes exactly. Advertising in a relevant forum is both on topic there and not infringing anyone's privacy.
Doing anything well is hard work. Facebook is just the easy cop out method to cut corners.