I'm not a Facebook user and so can't check. I know in the bad old days when IE was the most common browser there were websites which did that intentionally with a pop-up ad; I've never heard of it being done intentionally with a pop-up that the user requested for obvious reasons. But it's been years, so I really can't imagine it is by design ...
Think it was the third party cookies. Tried disabling each thing that may have conflicted in turn and it eventually worked. Weird that it works in Firefox at this website with third party cookies disabled, and it works with Opera on other sites. Anyway I think I can live with leaving it set to accept all cookies...