See discussion on: https://github.com/WordPress/gutenberg/issues/22774
It was suggested that I file an issue here.
The facebook video embed should show up.
When trying to embed a facebook video via Facebook embed block, embed block, or video block -
I see the following error in the console
Block validation: Block validation failed for `core-embed/facebook` ({name: "core-embed/facebook", icon: {鈥, attributes: {鈥, keywords: Array(1), save: 茠,聽鈥attributes: align: {type: "string"}allowResponsive: {type: "boolean", default: true}ampLayout: {type: "string"}ampNoLoading: type: "boolean"__proto__: Objectcaption: {type: "string", source: "html", selector: "figcaption"}className: {type: "string"}providerNameSlug: type: "string"__proto__: Objecttype: {type: "string"}url: type: "string"__proto__: Object__proto__: Objectcategory: "embed"deprecated: Array(1)0: attributes: {url: {鈥, caption: {鈥, type: {鈥, providerNameSlug: {鈥, allowResponsive: {鈥,聽鈥save: 茠 (e)__proto__: Objectlength: 1__proto__: Array(0)description: "Embed a Facebook post."edit: 茠 r()icon: {foreground: "#3b5998", src: {鈥}keywords: ["social"]name: "core-embed/facebook"save: 茠 (e)supports: {align: true}title: "Facebook"transforms: {from: Array(1), to: Array(1)}__proto__: Object).
Content generated by `save` function:
<figure class="wp-block-embed-facebook wp-block-embed is-type-rich"><div class="wp-block-embed__wrapper">
https://www.facebook.com/NASA/videos/245765083275254
</div></figure>
Content retrieved from post body:
<figure class="wp-block-embed-facebook wp-block-embed is-type-rich">[facebook url="https://www.facebook.com/NASA/videos/245765083275254
</" /]</figure>
and the videos fail to embed on me page. https://adrianweiwei.wordpress.com/2020/05/30/another-vod/
Screenshots
Seems there is an extra left chevron being added for some reason

Thanks for the report. We'll look into it. This may be specific to the WordPress.com environment, but that may be something we can fix in Jetpack.
@jeherve any progress here? Let me know if there's anything I can do to help from the FB side!
This was fixed in r209717-wpcom. @AdrianMachado If you try to publish a new video on your site, things should work now!