This is completely untrue, and I don't think I've even seen tinfoil hat types claiming that before now...
Facebook offers targeting to groups of people based on criteria the advertiser enters, it never reveals who the users are that meet those criteria, nor who clicks the ads, etc.
That's not strictly true; for SMS delivery the message sent to the HLR is routed via the MSISDN, because the other network will only have the MSISDN at this point (i.e they only know what they typed into your phone when sending the message, it's up to the HLR to provide the recipient's MSC address and IMSI so the message can be delivered)
I don't think so, the question is more akin to "Whether you can take a knife to someone's work, reshape it to an audience and make money from it, after the artist has already been paid for their work". If I want to pay a company to edit a DVD I've paid for and remove objectional content, that's my choice; I've already paid for the original DVD and the artist's been paid!