If you do not comply, Facebook will lock you out of your account:
Facebook is locking users out of their accounts until they download antivirus software that sometimes doesn’t even work on their computers.
Recently, it was discovered that a virtual private network app for Android was actually owned by Facebook and per its terms of service, it spies on all traffic going through their VPN.
We have no way of knowing if the FB anti-malware application is, in fact, another piece of malware designed to spy on you. It may be time for us to stop using Facebook all together. Facebook has become a platform for reckless and dangerous online behavior, including by Facebook itself. It’s not the messages, it is the medium.