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The page you see here is also visible in a facebook application.
Is it advisable for an admin to connect logins ? I seem to remember this being a problem with Joomla
You can give any user admin privileges, including accounts linked to facebook accounts.
I don't recommend linking the drupal power user (uid == 1) to a facebook account. It's possible, but tends to cause unexpected behavior (depending on what you expect.)
I also remembered something like this so I didn't on my first dff app (D7). I did link my second app (D6) admin accidentally and haven't really experienced any issues as of yet.