Facebook probably has more govt employees than facebook employees. There is no such thing as privacy from govt in ANYTHING you do on facebook, or on any of the major social media platforms. Joining a group & then being worried about the welcome list is completely silly. If you don't want the govt to classify you a certain way, you can't join a facebook group about that thing... You can't make a google search, you can't talk about that thing on the phone, you can't send a "private" message to anyone about it, or even talk about that thing near most phones. Even if you have keet or some other solid encrypted messaging app, if you have it on stock iOS or android, there is still a good chance everything you type is being recorded at the OS level & reported back to apple or google.
I'm pretty sure facebook messenger even monitors what you do in other apps. If you want privacy you cannot install the apps for most of these platforms. You do not have privacy for any interaction that happens on facebook, ever. But if you use it in a decent browser you might have some privacy from facebook in terms of other things you are doing on your phone.