The Facebook comments module does not allow guest commenting. You can comment when logged into the following providers: Facebook, Hotmail, Yahoo, or AOL. That's done for spam prevention and can't be changed.
As for exporting/importing comments, it may be possible, but the comments are associated with a Facebook user that may not have an account on your site. So, it'd be very difficult (if it's possible at all) to export the comments into a Joomla only extension since there would be comments from users that aren't on your site.
Finally, for anonymous comments in general, that usually leads to many more issues as users and/or spammers abuse the system. It's certainly your clients choice on how they want it implemented though.
Hope that helps explain,
Alex