For me, it's two reasons. First, they have a history of changing their policies that mess with what the user has explicitly set in the past (e.g., changing all the e-mails to facebook.com ones, changing private things to public). That's what prevents me from using Facebook.
But, for those that use Facebook, the apps have a history of being poorly written and do things that drain your battery even when you're not actually using the app. That's why people want to use the web interface. At least with the web interface they know the web browser should be reasonably behaved. Making this change to push people to the app instead of using the web means that you now have to watch your app battery usage more closely if you start using Messenger.
On iOS (I don't know about Android) you can see how much time app is spending in background. If it's an app designed to run in the background like a music or podcast player, seeing a lot of background time is normal. For an app like Facebook, that's a problem. Every few days I check my battery usage per app and it all breaks down pretty much as I expect. The apps I use the most are all using the most battery and in the rough proportions I expect. That's not been the case recently with Facebook at least according to the stories I've read documenting the problem.