When I last used it, it just felt less clunky than opening it in a mobile browser tab (Android). I bet most people who do use the app would agree. A mobile browser's address bar is also kind of ugly, so apps often just feel more 'immersive' and therefore 'better'. The ultimate reason however is probably because Facebook is somewhat good at marketing and managed to sell their apps to users better than the mobile version of their site. There are probably more reasons at hand too but I can't remember anymore as I now use neither.
> The mobile web page loads faster
Not really in my experience. Also, apps tend to have more support for gestures than mobile pages. Instagram is probably an easier example. It's more swiping, and less precise tapping. Browsers are also kind of yucky to load if you have many tabs open (Brave seems to be better with this though). Scrolling in apps can often be somehow more pleasant.
The gap between mobile pages and official apps has probably narrowed, but I don't think it's quite correct to imply that the mobile page is always better for everyone (especially those who are still enjoying the 'rewards' of Facebook).
Do you use the Google Maps with its app, or in a browser?
The Facebook app is more sandboxed, since it can't snoop on your web browsing.
I think the real answer is "Don't use Facebook" or "If you must use Facebook, do it through Tor Browser".
Besides on iOS at least, if you click on a link from the Facebook web page, you can take advantage of whatever content blocker you have installed.