It's not just about GDPR. It's about any regulated environment that requires systems and controls in place to maintain information security.
edit: Loving the downvotes on every comment I make regardless of content guys, keep them coming! You have about 13,000 to go before I get to 0, and you've only taken about 60 this week so far. At that rate it's going to take you a while, but I know you'll get there!
Finance, healthcare, etc are all likely to include requirements for information security controls that go as specific as demanding access controls and audit logs; which appear completely impossible to achieve with what Facebook offer with their SDK. As an example, ICH GCP applies internationally for pharma. However, these are much smaller areas of regulation than most of us are not exposed to
Whether all countries have more general provisions, like GDPR, that would apply to a very wide audience of businesses I don't know: but I know GDPR is now recognisable internationally and has parallels in many countries outside of the EU, so is hopefully a trigger for those in other areas to check what their privacy laws demand.
Your general sentiment in your comment here is correct, that loading of any third party javascript library may be problematic for some sites depending on what jurisdiction(s) they do business in and what those libraries actually do. Merely having the capability to take data from a given page wouldn't be enough to trigger violations of many privacy laws (at least the in the US) - the library would actually have to be doing it. But the focus of the article is GDPR and Facebook JavaScript SDKs, and that is the context in which my comments should be viewed.
"Stealing" is a loaded term here. I've observed myself that at least some pages with the FB SDK installed send a tracking HTTP request with every page click - FB appears to be hooking into some very high level page event. Depending on what content is on the page, I could see that being a HIPAA violation: even if they aren't deliberately doing it they could well be logging confidential data.
There are probably some instances where this is true - for example on a poorly designed site that includes confidential health data in URL query string parameters (e.g. "hasHIV=true" or similar). But if the site is designed in that way, they have much bigger problems than the security risks imposed by Facebook SDKs. Facebook JavaScript SDKs do not scrape and store page content as far as I've ever been able to tell, so it would take egregiously bad design to turn their use into a HIPAA violation.
If you're getting a lot of signals that you're wrong, it's often worthwhile to stop and consider why, rather than dig a deeper hole.
Second, while the title mentions GDPR, it also mentions banking, this cannot mean providing an advertising company with unaudited, uncontrolled access to do whatever it likes, you seem to be excluding these cases as you repeat your argument about GDPR.
Likely you are being downvoted as your posts aren't fitting with the guidelines. Oh, and your comment I don't know if you read it or not, is a reply to a comment made by the author. Please stop.