The reasons for associating a Facebook account with your XF account is to allow the automated login feature to work, and Likes to post on the user's account.
There is no means to link a user's fb avatar presently available.
If you use XenPorta and have the fb block on your portal page, then you will see user's fb's avatar appear there at random.
The only supported avatar linking within XF is Gravatar. If you encourage your user's to join that service, then they will gain the benefit on your site and any other forums they may join. That is why the service exists.