Not only are they bad, they slow down the rendering speed of the pages they're on.
Browsers are pretty good in progressive rendering of page content these days. So user should see the main page first and then it starts loading these additional resources. So no big deal IMHO. The button should not degrade user experience during page loading.
Biggest annoyance is that it doesn't degrade very gracefully when FB has availability problems, you get a white square in the page in Firefox.
Easy to do, but they are probably busy doing other stuff.