I think it's a bad practice to outsource data like comments in general. I prefer keeping controll over the comments. This way the commenters don't get monitored/analyzed by Facebook or another US company, which is important, especially as a European. Maybe Facebook don't like what the commenter wrote on your site and just censor the comment and you won't even realize it. Comments should stay on decentral places, which is important to avoid attacks against the freedom of speech.