Super annoying and sleezy of Facebook, but basically they are doing what Google already does with Analytics. Completely unsurprising.
Anyways, as a technically competent, privacy aware user, the first thing I do on a new installation of Chrome or Firefox is disable third-party cookies, install uBlock Origin and subscribe to a handful of third-party filter lists. I also do this for my friends and family, though I am more conservative on their installations.