It looks like the new Facebook app doesn't rely on intercepting e-mails from Facebook for its notifications and so doesn't need those options checked.
I had a problem of not receiving notifications and the notification boxes unchecking themselves - this seems to explain it:
KB17087-Push and email notifications are received for the same item, or no notification is received when using Facebook® for BlackBerry® smartphones
Deleting and reinstalled the Facebook app got my notifications back despite those options being unchecked.