l.facebook.com occurs when someone clicks a shared link or post from facebook.com (on desktop or when on desktop mode using a device such as a tablet or even mobile occasionally. For example: Windows products allow the user to use desktop version rather than the Facebook mobile application.
lm.facebook.com occurs when someone clicks a shared link or post from m.facebook.com, the mobile Facebook version (like the mobile application). This would explain why there are no desktop users for this source.
When visiting l.facebook.com you get redirected to facebook.com, and when visiting lm.facebook.com you get redirected to Facebook’s mobile site.
What is Average Pages per Visit?