So, if your phone has ever connected to the work wifi or your laptop to tour home wifi, IP address can be used to de anonymize you. Additionally, stuff like typing characteristics, browser add-ons, and your search history can be used to correlate two "unconnected" accounts. From the point of view of the advertisers, they don't really need to know that you're the same person-- that's totally irrelevant. They just need to know that the person receiving the ad is more likely to buy a product than a random person, so these correlation models are sufficient and they don't even need to know those two devices belong to one person.
I would also guess that you saw dozens if not hundreds of other ads that did not provoke the same response. So, the eerie feeling of this being too specific is just a statistical bias that ignores the many uninteresting ads you didn't engage with.
Also, depending on how you took the screenshot, they know that too. Even if you didn't use the browser, they can probably see that you spent more time than average looking at it, hovering your cursor over it, etc. Now they have more evidence that you have been "engaged" by this content. And, again, they don't care or need to know that you have two devices, just that the user of either device might buy some Hyde stuff.
Furthermore, most people search for things after hearing about them IRL. It's totally possible that someone you know googled something similar and Bing knows that you're associated with that other person. This social graph data can come from any number of social Media Sites or by tracking location or by tracking IP address or when Facebook was pre installed on Android devices a decade ago and mined your contacts without consent or or or...
It's really not magic, but, yeah, it's horrifying how predictable people are.