I should add that next to my "New Post" text box is the following message:
To enable Publicize: Facebook, you will need to authorize your WordPress.com account on Cogito to connect with your Facebook account.
Clicking the link below will take you to Facebook where you will need to log in and click “allow” several times.
Authorize connection with Facebook
However, I clicked the link already but nothing happens except the page seems to refresh and I get taken to my WordPress settings. The first time I clicked the link I was asked if I wished to leave the page, but I said no. Since then, I don't get that question and nothing relating to Facebook seems to happen.
However, like I said above, WordPress appears in my Facebook permissions already.