@kbambridge,
The reason these show is because they are – due to the way FB serves it’s ads – technically first party ads, which are not blocked by default.
However, we do have a more aggressive option for Shields that will block any/all ads and trackers regardless of party status – this change is currently in Brave Dev and making its way down the Release pipeline. When you get the update, you’ll see an option like this in your Shields panel:
Note, Facebook are notorious for evading adblocking tools. It wouldn’t be surprising these are showing up. They using same page elements of user posts and ads, making it harder to block without creating false positives.