You are correct. I didn't notice that initially. An empty title is no good. The datawriter won't write out the thread without a title.
So basically that feed is bad. The current feed system doesn't support custom processing for individual feeds, otherwise you could build the title from something else just for this feed. There is no good solution right now. You could put some hard-coded text into the title template when editing the feed, but that means all imported items from that feed will have the same title.
After poking around RSS feeds this week I was reminded of this thread.
If the OP is still having a problem try using this for the Title Template...
You'll end up with the date appended to the end of the title and in the case of the FB items that don't have a title then you'll get just the date as the thread title. Not perfect, especially if there are multiple feed items with no titles and they've been posted within the same minute, but at least you'll be able to import the majority of the feed items without problem.