I bet there's branding and usability reasons for Facebook to avoid allowing you to skin/theme it to the extent Winamp was skinnable. Not sure I know what those are, but I just really doubt they'll ever add that feature.
Anecdotal: I use a custom Facebook skin that makes the whole UI red and add a background image. Since I've started using it, I spend less time on the website. It feels, in a way, more tiring to use the custom theme.
Would also like to point out that customisation on MySpace is probably responsible for a whole generation of not only developers but non-tech focused people learning how to code. Met a lot of artists and designers who now work on the internet who MySpace was the starting point.
Not sure on the generation of web developers MySpace created. Pretty sure every single page that looked like this was plastered with logos for theme building sites/companies littered with various neon-on-black comic sans designs as far as the eye can see.