Just last week Facebook noted the change was coming to all of its users, and now it seems to be rolling out the requirement for a separate app. Previously, users could simply tab the Messages tab in the Facebook app to read/reply to all their messages, however now Facebook is requiring a separate download. The change was first rolled out back in April to users in Europe.
Messages are moving out of the Facebook app and over to the Messenger app, so now we'll be asking people to install Messenger and start sending messages from there instead.
Once Messages is installed, your Messages tab in Facebook will be replaced with a new Messenger tab. Clicking the Messenger tab will open the separate Messenger app.
We assume Facebook is slowly rolling out this change, so it might take some time for the requirement for a separate install to appear for some.