It's probably related to the fact you were using a VPN. I.e., most people would use a vpn when looking for prostitutes and all the other unsavoury things you saw in your facebook ads.
For a while I was getting tons of ads for asian mail-order brides and porn featuring almost exclusively asian women. Nothing that I was interested in; I kept my browser pretty clean so I figured it was just background noise. Never considered that I was sharing wifi with my neighbors -- a white third generation canadian and a first generation chinese canadian. When they moved out and I got my own account with the same internet provider, those ads went away and I learned a lot more than I ever wanted to know about that guy
This is really an attack vector. Share wifi with them (let's assume this is easy with social engineering) sign up for fresh facebook and google accounts, look for any unsavory advertisements, blackmail.
Or the reverse: a prank app where you connect to the target's wifi & then it goes around browsing unsavory parts of the web and clicking on a bunch of tasteless ads so as to poison what ads are shown to the victim.
you can do this with google search autocomplete, and it's especially effective on corporate WiFi at revealing co-workers search interests
"Why is my..." "when do we..." "how to ask..."
"How do I..." "how to tell if i got" "divorce attorneys <city>"
While this post may seem unsubstantial at best, my point is to never search for anything personal while connected to a shared wifi network - even if you're doing it from the privacy of your own device.