Interesting....
I was at a conference last week where the Facebook's malicious URL detection engine, which was stated by a Websense supplier as sourced by Facebook from Websense, was discussed. I remember using Websense years back as a URL filtering engine (which I believe it still is but with an improvement in deep inspection) and can see how Facebook have probably bolted it in so that traffic using redirects from their site get a layer of filtering before redirection from Websense's URL database and from the on the fly categorisation features, however, I can also see why there is still vulnerability. URL blockers, DPI engines and the like, like Websense, are tools that are always in development and are rarely anywhere near 100% accurate, instead, being aimed at giving an acceptable level of accuracy.
To be honest, I can't see that this vulnerability will be anywhere near the top of the list of vulnerabilities in tools like these. I'd be surprised if an unclassified (by the filtering engine) proxy couldn't redirect to wherever was required