I find that if you post
facebook.com/something or
facebook.com/something you get a link that goes to facebook.com, but if you press the link button and paste facebook.com/something into the popup, you get a link to your own site. I'm not sure why that is, but I think when you use the button it inserts an html link (rather than a url bbcode), so probably whatever turns that back in to bbcode is seeing it as a relative link.