The reason is because it causes a loop. When auto-logging in is enabled, JFBConnect will check if the user is logged into Facebook, then check if that user is mapped to a Joomla user on the site, and then try to log that user in.
If you don't log the user out of Facebook when you log them out of Joomla, the following happens:
* User logs out of Joomla + Facebook
* Logout redirection occurs
* JFBConnect detects that no Joomla user is currently logged in, so it checks if there is a user currently logged into Facebook
** If so (which it will be), JFBConnect tries to log that user in
In short, it will prevent the user from every logging out of your site by automatically logging them back in.
Hope that helps explain,
Alex