Once I clicked on a slate.fr link et depuis cette occasion tout Facebook apparait en français pour moi.

I've lived in America all my life, but since I signed up for Facebook 10 years ago my hometown/current city has always been listed as a place in Portugal. For a long time all my adds were served in Portuguese, but that changed years ago to English. My guess is they know where you really are.

Knowing it enough to serve ads is one thing.

Knowing it enough to be sure under European privacy rules, especially the new GDPR ones, is another. I doubt one person's data is worth the risk Facebook would take by keeping it.

And if you said you were a a European Citizen (or even just neglecting to mention that you aren't), would Facebook really check?