1. Because the user decided to give their own info to FB, but not to the gov.
2. The gov has many more powers than FB. If FB knows something about you that "may be suspicious" they can't put you in jail for it, maybe even without a trial.
3. If some FB employee is able to steal data, it would have bad consecuences for the FB stock, so there is probably all kinds of barriers in place to stop employees to do just that. If some bureaucrat manages to sell off you data there is no consecuene for them.
etc.