That's not correct. Under the GDPR, the data that Facebook collects on you makes them the Data Controller. Any partners they share data with would be considered Data Processors. When you invoke your right to be forgotten under the GDPR, then both Data Controllers and Data Processors must delete your data. So if Facebook partners isn't deleting your data after you filed a request to Facebook, then they are violating the GDPR.
That said Facebook is certainly violating the GDPR left and right. For example with their "Pay or Consent" model...