I've been fighting this issue as well. I've been using the android facebook app.
I've deleted my facebook account on the phone and then gone to the dialer, the contacts are gone as I expect. Then I go to menu > settings > accounts & sync and UNCHECK auto-sync and background data to ensure that all syncing is off. Then I recreated my facebook account. I go back to the phone dialer and the contacts are there.
This leads me to believe that the phone dialer is caching those contacts somewhere and loading them in if it sees I have a facebook account?
I have yet to try deleting the entire facebook app, but I doubt that will do anything. I could also try deleting all facebook data before re-adding my account.
Another member called and talked to HTC on the phone and Sense is the problem. To me its a Bug/Glitch in the program, I'm not sure if its something that they are going to fix or what. But if you DONT want to see the contacts in your Phone Book then dont sync Facebook. Or sync Facebook and see them.