I just want to confirm that the Facebook bar doesn't reload on page change.
If you want to test by yourself, install Firefox 3 and Firebug extension (www.getfirebug.com
Once on a Facebook page, modify the HTML of an item of the bar* and change page ... the change is still there. This kind of change made by the user, change Facebook is not aware of, can't be transported on an new page.
* For example, in the console tab, type :
That line will change the bakcgound color of the "Application" button to red.
Also if you go to the HTML tab and unfold "body" and change page, you will see an iframe briefly appearing at the bottom of the tree.