@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:
Selecting the (Aggressive) option will block the sponsored FB ads you’re seeing as well.