Yes, that's the thing:
Facebook doesn't "sell" your information either.
The problem is that Facebook still collects information on you and targets ads that way, while retaining that information themselves.
By contrast, Firefox doesn't do any targeting for these ads, and Firefox also doesn't store any ad targeting data on you. It's just "Hello, I am Amazon, I would like to be on your homepage, please", and Firefox going "Pay us $xxxxx and we'll do it," then your browser anonymously (via OHTTP) sending a ping, that later allows Amazon to figure out that "X people have clicked your ad", so they can justify continuing to spend the money next year.
Yes, Amazon doesn't get your info, but neither does Mozilla. Unlike Facebook, where they get to know every little detail about you, and gladly keep storing it.