AOL did this back in the 90's for any mail sent within the confines of its walled garden. You could also unsend a message.

At the time, I believe the purpose was to engender a sense of trust in "the new medium of email." Obviously that's not the purpose of the implementation on FB.

So, what is the purpose?

Maybe it's the extremely late hour, but my cynical feeling is that this seems really a psychologically driven feature... driven by some kind of awkward, socially obsessive mindset.