It's not really a question of Facebook itself being infested -- if they were, that would be headline news, not a blog note. Instead, if I get this right, Facebook is trying to reduce hassles to themselves resulting from users having malware on their own machines, which might then spam the site from the users' accounts (posting "hey check out this URL" on friends' walls and so on) and generally be a nuisance.
After the above episode, I performed an online virus scan and a virus scan in Safe Mode. There was no indication of infection. It appears I was successful in keeping the malware from installing.
So does Facebook have malware? Well, perhaps not Facebook itself, but perhaps an individual's page on Facebook or the ads on Facebook do.