Plaintext e-mail is awesome, not just because it's readable, but because it's not vulnerable to these sorts of attacks.
Incidentally, it's unfortunate that Sparrow doesn't have a 'force plain text' option. Even though I've checked 'prefer plain text', all Facebook e-mails are delivered in HTML. This might be a reason to switch back to Mail.app.
This is pretty standard practice really... many e-mails will have a "tracking pixel" or similar. Facebook has this in their e-mails too: https://www.facebook.com/email_open_log_pic.php?mid=
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My take on this is that it is fairly common to use some type of analytics to know if your targets are opening the mail that they get from you or not. This is a fact of which I am familiar with from my knowledge of email marketing. In reading this, I am not so sure this is a direct attempt to invade privacy. I just think Facebook is following practices is already common with email marketing. From a privacy or trust concern, I feel much safer with Facebook services than I do with Google.