Definitely not Facebook has weak security features, you should never use it to log in to anything investment websites where you have an investment, and I don't think the exchange will add this feature, because of Facebook vulnerability.
Email and strong passwords are still the best options, and 2fa to fully secure your account, exchanges and wallets are very important to have a third party interference.
Not just the security but also our privacy will compromise. The moment we connect our Facebook on any site, all our info will be expose. It's more like giving our info voluntarily. Anyhow, we can add more security on our account like enabling 2fa, I did that since there's someone trying to hack my account.
Likewise, I won't dare to log in through Facebook is that's really happen unless I'm out of my mind and everyone shouldn't.