The moderation tool you linked to is meant to make it easy to navigate all comments from your site. There's no control over the display of that area (it's hosted on Facebook). The comments in the moderation area are always shown in newest first order to make finding/responding across your site easier.
On-site, the default is "social" ordering, which can seem very random.. we agree. We do support the ordering option and haven't heard of any bugs with that setting. However, if you can let us know a page where we can see the comment box implemented, we'll gladly look to see if there's anything obvious out of the ordinary.
Also, can you let us know how you're implementing the comments box? Are you using the Social configuration area of JFBConnect, the SCSocialWidget module or the {JFBCComments} easy-tag?
Finally, I'm not sure what you mean by:
Best information I can find on discussion pages, tells me that Facebook is playing hard-ball, using JFBConnect if anything makes the situation more limited.
Thanks,
Alex