Correct - Yahoo and others put the IP address of the client that sent the mail in the SMTP headers.

Example:

Received: from [x.x.x.x] by web113916.mail.gq1.yahoo.com via HTTP; Fri, 07 May 2010 18:59:00 PDT

In this test case, x.x.x.x is my current IP address, not Yahoo!'s. The HTTP indicates that I used a browser, not POP/IMAP.

They've been doing that for years. It's handy as heck when you need to track an e-mail - you don't have to bother Yahoo with a subpoena - you can go right to the client's ISP.

There is no reason Facebook shouldn't do the same thing.

Edit: Comcast does:

X-Originating-IP: [x.x.x.x]

Google is weird:

Received: by 10.216.27.139 with HTTP; Fri, 7 May 2010 19:34:21 -0700 (PDT)

I'm not on a 10.x address. Hmmm....