All Facebook videos embedded to XenForo no longer display a preview image. The video plays as normal when clicked. I have confirmed this in multiple browsers, on both Windows and OS X.
Here's a sample:
Facebook has probably changed something on their end.
This has to be coupled with some JS changes to ensure the FB SDK gets loaded as necessary. I don't see any other way around it and this is derived from the now official embedding code.
Historically, we haven't completely replaced embed HTML during an upgrade though it may be necessary here.