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Actually, a lot of ads (on Facebook at least) have the "I already have this" option.

The type of Facebook ads that are heavily leveraged by Amazon are called "re-targeting ads". True to their name, they target you again for something you've already looked at. Usually, they serve to remind person being served the ad about a product they looked at previously and didn't purchase. They're actually very effective (which is why Amazon and others continue to use them, despite how "creepy" they feel). The fact that you're shown re-targeted ads after already purchasing an item points to a bug in Amazon's system and how it interacts with Facebook.