Facebook users have lower engagement with the websites they are linked to though Facebook when compared with visitors who go to a given site directly. They are less likely to stay as long, visit as many pages, or even return to the website at all.

This is hardly a surprise to me. Users that come to a website directly are already familiar with the website. They come because they know what is there, how it works, and are looking for more from it. By contrast users from social media usually see a headline or teaser and click through to read more about that particular topic. Relatively few of them are going to be interested in "more".