I would be more surprised if they had access to conversation with outsiders.
On the “genuine concern”, I joined several months after Snowden’s revelations. The security team was (and I’m assuming still is) very aware that State agents might try to access employee credentials. Overall, the company is very considerate for employees, typically no matter the cost (e.g. the freezing eggs things) and quite conscious to respect boundaries--but I would expect that a small chance that a hostile Nation state escalated to kidnapping employees is a stretch but not a big one. I’m a little surprised because the company prides itself on not judging, and actually doesn’t care much about time spent in the office. Interns might be given a shorter lead there.
With E2E encryption introduced to Messenger since a lot of that could have changed.