I just had a glance through it and yes I do find that very concerning given that most of these sites have nothing to do with my Facebook account and I do not log into them using it. I'd be interested to see the same for Google and whether we can switch that off too. I may just stop using Google.
Very ironic and amusing that Infowars.com has supplied Facebook with data of me visiting their site, thus proving they are full of sh1t. I only visited it after Austin, Texas, made public wearing of face masks mandatory and was curious if Alex Jones, who lives there, would do some comedy video about it.