We need this feature for the EU cookie law.
On my self write module the facebook all.js will be only load when the user is mouseover a facebook connect button.
Right now, the Facebook all.js file is loaded always. We do that due to multiple features within JFBConnect needing it. We haven't heard of the requirement to not load the all.js file for the EU. We understand their cookie laws, but that file has not been called out as a specific problem, though I understand where concern could be. We do have many, many EU based websites using JFBConnect.
As for login, we do have 2 options for how authentication is performed:
1) Using a popup, which the all.js file is required for
2) Redirect based, which the all.js file is *not* required for. If you purchased JFBConnect and don't need any of the other social features for Facebook, we could easily help you to remove our inclusion of the all.js file.
I hope that helps explain,