Andrew,
The all.js file is no longer loaded by JFBConnect and hasn't been used for about a year. There is a new Facebook Javascript library, sdk.js, which we use and recommend upgrading JFBConnect to use. In April, 2015, Facebook has stated that the older all.js library will no longer work for authentication.
As for loading it only on specific pages, that's not something we currently support. We already have code (in the latest releases) to asynchronously load the sdk.js file. If a firewall is blocking the loading of that file, there's not much we can do about it.
I hope that helps answer your questions, but if you need anything else, just let us know.
Thanks,
Alex