I see the tin hat brigade are out in force in this thread!
Some of what's said (general gist of analytics being used) is true but the likes of iPhones "phoning home" even when they're off isn't true. Apple has been known to take very libertarian stances on security and the right to personal privacy even in criminal cases where they refuse to provide a backdoor into an iPhone for the intelligence services. There is also a button combination on newer iPhones (I've forgotten what it is) that when you press it disables the ability to unlock it using your fingerprint until next time you put in your full passcode. I need to research this further but I very much doubt it is an accident, in reference to the fact that in some countries the police can force you to unlock it with a fingerprint, but not with a password. You press this button combination and voila "it doesn't recognise my fingerprint". Apple is well known for having this "F U" attitude towards people trying to infringe on your rights... and is one of the reasons I use and endorse their services.
You can tell by the way that iPhones (and other Apple services) operate that personal privacy and information security is at the forefront of their interests. Everything from the way the OS prevents permission notifications to the way it sends and received data is built around this. For instance, the facebook app doesn't have as much free reign on an iPhone as it does on an android device either because Google are much more lax when it comes to letting apps do things outside their remit. I'm pretty sure (but again I'd need to confirm) that on an android device the facebook app can activate the microphone whenever it wants. On an iPhone, it would first have to prompt a message but even before that the programming of the app would have to have good reason for doing it in the first place or Apple would take it off the store.
Facebook themselves (which I avoid) are well known for tracking you with cookies across the web, which isn't a new thing at all. One thing to remember is if you are using a free service you are not the customer you are the product. The customers are the people who get paid by the advertisers.
In a slightly sinister way the google analytics, which are used to approximate how busy areas of town, shopping centres etc can be, is quite useful.