Feeding this data to Facebook, a company already known to perform unethical psychological experiments on users without consent, is beyond stupid. If the people behind this are aware of Facebook's history and practices, I'd consider it malicious to choose to expose depressed people to their platform.
It's gross-negligence at the very least. Facebook routinely experiments on people in a way that's dangerous to people with mental health issues (and likely even healthy adults). Opening up their treatment to Facebook is incredibly negligent.
It's probably the basis of their business model, in order to monetize conversations people have with the chatbot.
It's even more absurd given the fact that conversations between patient and therapist should be guaranteed to be private, otherwise the necessary trust will never be established.
Thinking that a chatbot can do a therapist's job is, for me, either a clear display of massive ignorance, or a deliberate attempt to make a buck off people that can't afford proper therapy.
Psychological therapy focuses (not only, but mostly) on basic aspects of humanity: feelings and reasoning, and the actions that transpire from these.
Everything is important in such an engagement: the language used, the topics discussed, the best approach to a specific topic. And all of these depend on who the patient is (his feelings, outlook over life, language used to express these), but also on how the therapist reads/understands the patient and acts/dialogues over this.
I can't see how someone can honestly think this is something a chatbot can do, how could a piece of software reason over what the person is saying and feeling. But I think it's a well established fact that therapy can actually be nefarious or even dangerous if done improperly.