Neither was I, but I am now. They are sharing personal data with the forum, and want to ensure that there is a way for that data to be deleted by the forum when the user removes the login app from Facebook. As far I am aware, the information is real name (or, at least, the Facebook profile name), email address and avatar. (I guess this might have been implemented after scandals about Facebook allowing mining of personal information via third-party apps, e.g. Facebook–Cambridge Analytica data scandal - Wikipedia, but the reason isn’t relevant.)
If you look at the first screenshot on Data Deletion Callback - Meta App Development - Documentation - Meta for Developers it seems fairly clear: “Request … delete info it has about you from Facebook” (i.e. information obtained from Facebook). The callback function documentation (which is not directly relevant here but is instructive) says: “The Data Deletion Request callback that you implement must do the following: Initiate the deletion of any data your app has from Facebook about the user. …”
So the wording above – “Accounts on this site can be anonymized or deleted at the users request. Contact our @support group for details.” – covers what is required. Mentioning only anonymisation would probably be sufficient for Facebook’s purposes, as that would delete the information which was obtained from Facebook. Sites in the EU would have to consider their own GDPR obligations in relation to deletion.