Only it isn't, they make their money by selling advertising space, and use user information for targeting purposes, they do not 'sell your data' to companies. Or if they do, that is not their public business model.
We use Facebook for advertising, and there are no options for buying/downloading/exporting personal data, as purchasing 3rd party personal data is illegal in the EU.
All we can do is load in lists of email addresses from our own database, and either target them with adverts, or create lookalike audiences (letting the algorithm try and find other Facebook users with similar profiles) for serve adverts to. The other option to is create an audience not based on our own data, where we can select broad attributes, such as 'likes xyz company'. Again, we get no data, the idea is that our ads are served to people who will be interested in our company, click through, and hopefully sign up for direct marketing.