If there’s one thing we learned from the past week’s marathon congressional inquisition of Facebook Inc. Chief Executive Mark Zuckerberg, it’s this: The inner workings of Facebook’s data-harvesting behemoth are so byzantine, that in some ways Mr. Zuckerberg is just as confused as the rest of us about how it all works.

In his testimony before the U.S. House of Representatives Wednesday, Mr. Zuckerberg said Facebook doesn’t store a history of websites its users have visited.

Mr....