Yes. It’s very weird! There’s an unwritten etiquette for different social platforms regarding what it's acceptable to do.
With Twitter, you can feel free to follow someone that you don’t know. In fact, it’s the best way to reach someone, and they’re writing content that they know full well will be seen by people outside of their network. On Instagram it’s pretty much the same thing.
"To become friends with someone on Facebook, I need to have at least met them, and probably to have held a one-on-one conversation with them as well. That’s my cut-off point."
On LinkedIn, it’s fine to request to link with someone you don’t know, as long as you explain why you want to get to know them, and what mutual benefit it might have.
I strongly recommend you don't add people you don’t actually know on Facebook. If your Facebook is everything that Facebook itself wants it to be, then it should be the timeline of your own life – your own pictures, experiences and so on – essentially, everything you wouldn’t share with a stranger immediately.
I’ve had some friend requests from people I don’t know on Facebook, but because the platform itself differentiates between friends and followers, it means you can differentiate the audience. It also means that those who’ve friend requested you but you haven’t added then become followers.
I choose which posts are suitable for everyone to see – so the more work-related postings are shared with anyone who follows me, with more personal updates for actual friends. To become friends with someone on Facebook, I need to have at least met them, and probably to have held a one-on-one conversation with them as well. That’s my cut-off point.
I think because there’s not a standard rule book on how you should use each and every platform, it’s open to interpretation. If in doubt, introduce yourself and explain why you have requested to connect.