Collecting data from users is how software works. Software that doesn't accept input is not often useful. There are many kinds of software that collect personally identifiable information: financial software, electronic health records, shopping sites. Collection of user data is not unethical, until the data is used for unethical purpose. The issue is not that it was collected, but that it was then misused.
All data collection is not equal. Collection of data that exceeds the utility of the service provided by the software for nefarious ends should be considered unethical since it exceeds the user's expectations and puts them at additional, unknown risks. Facebook collects far more data than its users know or expect, and therefore its collection exposes users to risks they do not agree to. Therefore, it must be considered an unethical risk.