What you’re seeing is actually Facebook’s exit/redirect page also called a “web redirector”.
This is just another way Facebook can track clicks from links in direct messages, comments, and chats. Usually you share a link on someone's wall, and when they click on it we'll track that as social traffic with "facebook.com" as the referrer. Other times, like when you share a link in a direct message, the web redirector is triggered, and you'll still show up as social traffic, but Chartbeat will list "l.facebook.com" as the referrer.
The “lm” is just the mobile version of all of this.