Looks like the site uses a button that reports my visits to the forum to Facebook. I’m using Firefox’s Containers extension which puts sites that track me like Amazon, Facebook etc. in their containers.
Not sure why it shows the alert in a broken way (Only partial icon shows up, that too in the top left corner of the page. But the message reads:
Hey @rishabh can you help and check on this? Shouldn’t be happening no, since we no FB side integrations?
I don’t see the button or the warning during normal usage of the site but it does show up when you click the share button:
I’ve removed Facebook as a sharing option from the share links site setting so this warning will not show up anymore 
EDIT: I’ve also brought up this behavior on the Discourse Meta forums to see if this is a default we should change:
Thanks for bringing this to our attention @ketcomp!