Ah, wouldn't it be great if it kept it in sync automatically! Unfortunately, from my experience and everything I've read, that's not the case. Here's the relevant docs page for Facebook: Add Leads to a Custom Audience in Facebook - Marketo Docs - Product Documentation
It's the same for Google. You can either add specific leads to an audience, or remove them, but not "keep it in sync". Additionally, you can't have a scheduled push to the ad networks - you need to manually push them each time yourself. Frankly, this interface stinks compared to what SFMC can do. I love Marketo, but this functionality is a bit behind.
So. You have a few options:
1. Deal with it and have a daily / weekly / monthly process where you remove everyone from an audience, then add all the new people back in. Note that you must have everyone you want to remove in the list. You can't simply "clear it" from Marketo. You need to say "Remove Person A, B and C from the custom audience in Facebook" via AdBridge. If Person D is in the audience in Facebook, but you don't specifically remove them, they remain. Best to use static lists for this purpose so you always know who is in the audience.
2. Create a custom API link. We have done this with Google and it wasn't exactly simple, but now we can run a weekly process that looks into a folder in Marketo, grabs all the static lists, grabs their members, removes all members of the corresponding lists in Google Ad Manager, and then populates with the new members. We have tried with Facebook but have failed so far.
3. Investigate a Customer Data Platform (CDP). The best option if budget and resourcing allows it. These programs will do the identity management for you and will ensure that all audiences in Facebook / Google / Marketo / Salesforce and whatever else are all kept in sync without you having to delve into complicated integrations in-house.
One caveat - all of the above is based on my experience with Facebook and Google. I can't speak for LinkedIn, but I would guess it's similar functionality.
Good luck!