It used to be the case (still is?) that the dates on uploaded photos weren't applied to the photo album. I remember having to go through holiday snaps and change the date on each from the upload date to the actual date. The images were also resized down from what was uploaded.
So, if they have the originals with the full EXIF data, I'd like to be able to use that for my old photos!
Why would it be so ? Because it profits facebook which is the only reason facebook exists. It profits them to have original with EXIF for data mining and you gave them permission to do so while also giving them the data, and it profits them to not make them available to you to save on bandwidth and processing costs.
Additionally, images used in AI are usually scaled down a lot more, 224x224 for something like resnet50. which means that they do not need your high quality original and the smaller one they generated are fine.