This also happens to me when using Zoom, Skype and WhatsApp. It is also very common when I start a video call using a web browser (Google Meet, Zoom Web, Skype Web). The camera indicator (green light) goes off only after force-quitting the web browser or desktop application. I don’t think there is anything malicious there, probably a bug somewhere in the code failing to release the camera feed or missing an event notifying the system to close the stream. Even FaceTime fails to stop the camera feed from time to time forcing me to quit the entire app, so it is not just Facebook Messenger.
I've just tested and with Google hangouts, at the very least, switching off the camera in the hangouts UI results in the laptop green light being turned off.
(With Facebook messenger, OTOH, turning off the camera in the UI does not cause the light to be turned off, just like OP described. I haven't tested the other sites/applications, now, but in the ancient times of the old (Qt?) Skype program, the laptop indicator would be turned off when the video stream was turned off.)
Less when starting a video, but while in the call user mute/off the video. Green light stays on every time and I wonder if feed is still streaming to the server.