Same reason the tobacco industry created research programs to look at the health effects of smoking. Neither their nor Facebook's research could ever be mistaken of "industry-leading", though.
Big tobacco's _published_ research reflected their product favorably.
Maybe a better example is oil, where because of legal issues we were able to peer into unpublished research as the public. They indisputably knew about anthropomorphic climate change back in at least the early 80s and continued to push policies to the contrary because otherwise was against their bottom line. They just used their research in order to understand what was coming and create propaganda ahead of the curve.
As someone else said in the comments already, today's testimony wasn't about whether or not Facebook does research, it was about them hiding the results when they didn't support whatever drivel FB marketing puts out about changing the world for the good of all mankind.
This is so incredibly on brand for Zuckerberg (and Sandberg). This sort of gaslighting FUD is exactly what they always do when they get caught lying. They just lie more.
“If we wanted to ignore research, why would we create an industry-leading research program to understand these important issues in the first place”