1) any illegal technicalities 2) is it a dick move to the website owner
In short about legality - it depends on the country. But most will define user content as owned by the user, not the platform, therefore legal to scrape and use, as the user intents for the data to be public.
But sites will fight you on this. Amazon specifically give up a really good fight.
Ofcourse, this talks about user content in an "open" platform. If the content is owned by a business that has no intentions for it to be open for everyone in every medium, its probably illegal.
In regard to being a dick move, it depends. If someone posted an ad in facebook, he intended for it to be seen. He doesn't care how. I just tunnel it to myself in easier way for me to consume.
Then, of course, the way you go about it is important, too. Sapping the resources and bandwidth of a small site by sending it thousands of requests a minute is very different from automatically checking a public index once an hour.
2) I ask the owner first (perhaps they even want to send me the data directly). If they don't respond, I go ahead and scrape, spreading the requests over a long time so as not hit their website too hard.
FB gets more user engagement out of this, which is their goal. No harm, no foul.