Anas,
Wow! Excellent sleuthing. We'll have to look into how we can make that better. In general, we recommend 'skipping' the JFBConnect URLs in sh404SEF because Facebook has been picky in the past as well when something modifies it's URLs. We also don't have many front-end URLs that you'd directly link to or care to have SEF, so it shouldn't be a big deal, but it would be nice to not have this issue in the future.
Anyways, thanks so much for narrowing that down and letting us know what worked for you. If you run into anything else or have any suggestions/feedback for improvement, just let me know.
Thanks,
Alex