I have the same experience but then with pageviews and Twitter VS Facebook: Twitter users check an average of 1.2 pages on my website. Facebook users do 4.2. That means 1000 visitors from Facebook generate the same number of pageviews as 4000 from twitter.
The increased interest from facebook might be due to a kind of social obligation. Whereas when you use HN or Twitter to find links you have no obligation and less reward to stay on the page an actually read the content.
Someone who is reading a link that a friend has sent them is expected to read it, otherwise the friend may be unimpressed or you might not have anything to talk about. Plus, there is the added incentive of impressing or gaining a connect to the friend or appearing interested in your crush/gf's interests.
On HN and reddit, my only interest is whether I want to learn something or make myself laugh.