AdSense is incredible.

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Is that a crazy coincidence

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No

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do they really dig that deep into your online activity

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The type of targeting you're talking about doesn't require deep digging. They simply read the contents of the page, noticed that it was about the Red Sox, and matched it with an ad from Vineyard Vines, who apparently chose to display their ad on pages with the keywords "red sox". Nothing creepy there. If you noticed the ad on a page that did not mention the Red Sox, it might seem a bit creepy, but still we are only talking about a very shallow dip into your browsing history to pull that off. Far creepier things happen.

Keep in mind that the vast majority of ad-supported sites use AdSense, and yes, Google knows which sites you have visited. Sometimes you might read about a topic on one site, and you will see an ad related to that topic on a different site later, even if it is a site about a totally unrelated topic. This is how Google provides the most bang for the buck for advertisers.

It pulls stuff I was texting a friend about. Thats a little too far imo