When does this happen, only with Facebook logins or with users logging in through Joomla as well?
Honestly, I'm not sure what would be different about Facebook logins. If you've done the work to make Joomla logins cross domain, then that should work for Facebook as well. JFBConnect doesn't do any checks after the user is logged in, so once the user has logged in through Facebook, they should be treated just like standard Joomla users that login.
Let me know a bit more about what you've done and how you're testing and we'll gladly try to help more.
Thanks,
Alex