Facebook has 3 different Terms and Services that need to be accepted in order to connect your Ad Account. In some cases, these can be a bit hidden and this guide will walk you through what is necessary to get them accepted for each Ad Account you plan to connect.
In each of these links above you will notice at the end "act=" navigate to your business manager in Facebook and copy the Ad Account # from Facebook and place it here and visit each of these links to ensure you have accepted the TOS.
In this example, I would take 1345404199232275 and place that at the end like this: https://business.facebook.com/customaudiences/app/tos?act=1345404199232275
Make sure that the correct Account is also selected prior to accepting:
Once you have completed this please continue with the Integration.