I've seen on sites like Quora, Groupon and Vimeo that if a user logs in with Facebook to the site and then logs out, their Facebook session is still valid.
As it should be.
You've logged into "SiteA" and you then logged out of "SiteA". You never visited Facebook during this time, perhaps not even during the particular browser session, so the user is not in the frame of mind that Facebook has anything to do with visiting "SiteA".
When I log into the site I may have Facebook on the mind, as I click the appropriate icon, but I don't click the "Log out using Facebook" button. The "log out" button is the same no matter how I logged in (or it should be), so going off and doing something the user didn't ask to do (i.e., log out of Facebook) is not appropriate.
Let's say you do log of Facebook too. Does that mean you log the user out of every website that uses Facebook to authenticate? I certainly hope not! If that were even possible, it would be a sure fire way to get users mad at you very quickly!
If I have a key that unlocks both my front and back door -- when I unlock my back door, should I expect my front door to be unlocked too? No. I'm dealing with my back door, as I am dealing with "SiteA". Leave the pieces that do not have anything to do with my current action out of it!