I’m not sure why everyone keeps repeating this. The fight is lost. Your data is being collected by the websites you visit and handed to Facebook via a proxy container. You will never see a different domain, it’s invisible to the end user.

Care to elaborate on the mechanisms at play? If what you claim is true, all websites would already serve ads from their own domain. The main issue I can see with this approach is that there would be an obvious incentive for webmasters to vastly overstate ad impressions to generate revenue.