In the few short hours since I started using #Threads, #DuckDuckGo has already blocked over 200 data tracking attempts. These include things like "headphone status" and "screen density."
If they collect enough metrics and link it to a single user they can use that as an id to tell if that user does things outside of their app. So they collect all the data and build a device finger print then they offer tools to website developers for marketing (Facebook tracking pixel, like buttons, etc ...). Those developer or marketing teams or whoever add it into the other apps you use and Facebook can track you without you being logged in.