For me, it's basically network effects - FB is already set up, I can find people quickly (I don't have alternative contact details for some people), I know the recipients active use FB so will see it, and it's easier to send long messages on PC rather than a mobile device.
I also tend to need to message people at odd hours, and a Facebook notification feels less intrusive/urgent than, e.g., an SMS.
Because that's the only reliable way I can message my friends. I'm not sure what else would work, people change/lose numbers all the time. Email is the worst. Not really much solutions out there if you want to keep in touch with your friends.
I personally mostly use messenger.com, rarely use the news feed anymore.