You're actually wrong. It is the responsibility of the website to notify the user. Facebook has placed in its policies a rule that says that you cannot use its code/buttons/images on your site without obtaining consent by the user for FB to place cookies there. They have a reasonable expectation that you have complied with this, or the image/whatever would not have been caused to load by your site.
Otherwise, think of the havoc. You decide that you want to get Facebook in trouble. So you place a Facebook button on your site and don't notify users or ask consent. Then you go call regulators. In this case, you'd find yourself in trouble, not Facebook.