I have linked my Yahoo and Google accounts with Facebook via the Account Settings. Both of them now appear in the Linked Accounts list. Displayed immediately above them is the following:
If you are logged into one of the accounts below you will automatically be logged into Facebook.
Yet when I navigate to http://www.facebook.com/, I am still prompted to enter my Facebook username and password, whether I am logged into Yahoo, Google, or both.
Update: Added bounty. I followed the steps exactly but Facebook still fails to log in. Tried Internet Explorer and Google Chrome.
The browser displays "Connecting to accounts.google.com" briefly, then "Connecting to www.facebook.com", then goes back to idle, and doesn't log in.