When you make a website you place some meta-information on the page that can be shared using the Open Graph protocol. I do not believe that there is anything wrong with including this on the site.
And it is Facebook that include this in their html. I am not sure about the legality, but the images has been put on the linked site for this exact purpose. I just did it myself on the comic web-site I created recently.
You can see it here. Look for the meta property- and the meta name-tag.
There is no qestion about that there is no problem with things that are allowed. But on 99% of websites, taking content is not allowed.
But just making the meta-tag shows that this is for linking use - I think it must be legal.
With OpenGraph tags you actually tell the site which wants to share your info: "Here is my data, please take it and share it."
Legal issues aside, of course :)