I can't stress how important education is. Do I think it's unethical for them to, to quote the article, "exploit users’ data to shape political opinion without any transparency"? Yes, I do think it's unethical. Regardless, I think people need to be educated in society so their political opinion is not shaped by something as external as certain targeted headlines and filtered content being displayed on a screen. Arguably, I think if one's political opinion is shaped by that, they are not actually doing factual research in the first place or already have an agenda they are just looking to be confirmed.
And that is to be expected. If you are going to really identify strongly with some political opinion, I would hope it's based upon actual research. But that's boring, for most people politics is a sports game: they inherit the team of their parents or family, or their friends, and they are in it to win it.
This goes along with the Russia interference in the 2016 elections. Again, do I think it's unethical for them to do this? Yes. But we are ignoring a larger issue here. The interference was pretty much done by means of influencing the opinion of the voters. The actual votes cast in the ballot were still the voters; the machines were not manipulated. The only thing manipulated were people's minds, and the counter to this is education.
Philosophy, political science - hit the books on these things, really think about this stuff and delve deep, and pretty soon nothing on Facebook will have any influence over your political opinion. I believe I used to have more strong political opinions, but as I continue to realize what I don't know, I separate myself from opinions since I acknowledge I'm not really educated in those aspects, as I haven't done real research. The more you learn the less confident you are in a subject matter, until you become truly an expert. This is the Dunning Kruger Effect.
TLDR: We need to educate society better so they are not influenced by stuff in the media so easily.