Mail tried to establish a connection to facebookmail.com

Having seen the same issue, a search of the Library/Mail folder yielded this:

BIMI-Location: v=BIMI1; l=https://facebookmail.com/cdn/cacheable/bimi_logo/facebook.svg a=https://facebookmail.com/cdn/cacheable/bimi_logo/facebook.pem

Wikipedia says:

Brand Indicators for Message Identification, or BIMI (/ˈbɪmi/), is a specification allowing for the display of brand logos next to authenticated e-mails.

So there might be a message with this BIMI-header that is causing Mail to attempt to download this logo, and not taking a (persistent) network error as a reason to stop. Or the setting "Block All Remote Content", for that matter.

What I did was searching Mail for "facebookmail" and moving all found messages out of the Inbox. Once Mail had no more messages for which to display brand logos, there were no more connection attempts in LittleSnitch.

That might be the case, as long as there is a header like the BIMI-Location somewhere. But I've seen this only with mails in the Inboxes.

In the Terminal app, this should show if there is anything still in the Inboxes trying to "ring home":

find ~/Library/Mail -name 'INBOX.mbox' -exec grep -r -e 'https://facebookmail.com/' {} \;

(Replace "INBOX" or the URL as appropriate for your case.)

Or, to just search everything that the Mail app might go through:

grep -r -e 'https://facebookmail.com/' ~/Library/Mail