I feel like users install untrusted software on the desktop all the time and it's called closed source software.
It's not like Facebook is some small, unknown malware peddler so that its software should be considered "untrusted". If anything, it's untrusted because it's coming from a scummy company and opaque (due to being closed source).
You're right that it being from Facebook makes things a little different. At the same time, I've never needed to install a native desktop app from Facebook and I'd have some suspicion about doing so if such a thing existed, for exactly this reason.
It's not like Facebook is some small, unknown malware peddler so that its software should be considered "untrusted". If anything, it's untrusted because it's coming from a scummy company and opaque (due to being closed source).