You have no control over your content, like the guy who had used Blogger for 14 years and one day his site was shut down without warning & he lost all his work. 14 years gone! Today the reason was illustrated once again when Facebook went down for a while.
It's not that your own site might not go down at some point, but you have some measure of control when it does. You should be able to troubleshoot the site and get it back up relatively quickly. In catastrophic situations you can even point the domain name to a different server.
If you're using your Facebook page as your website, though, the difference is that there's absolutely nothing you can do but Sit. And. Wait. And hope that it's back up soon.
The worst part is that Facebook has total control over your content and your followers. If they decide to ban your page some day there's little you can do other than submit a request for review, but that can take days to weeks and they still may not lift the ban.
That leaves you with no content and no way to reach your followers.
Conversely, when you own your own website the content is all yours and you can move the site to another hosting company.
And if you're building an email list, you've got the contact info for all of your followers. With Facebook, you have no contact info for your followers - and nothing to show for all the work you've done to win them.
I'm not saying to not use Facebook. I'm saying don't depend on it as your primary means of marketing your business online.
Use it to communicate with followers and drive traffic to your own website, and spend your time building a following that is truly yours.