Alex.. According to FB you can Follow without being friends (maybe a security setting why you're seeing different).

I haven't found such setting in Facebook, also I can follow almost no one on Facebook without being friends.

You automatically follow people who you're friends with.

UNA works the same way

You can also follow Pages (example: businesses, organizations, brands)

UNA works the same way with Spaces

and people who aren't your friend on Facebook but allow everybody to follow them.

UNA works the same way - you can follow Public profiles, I think in Facebook it works the same way since I haven't found separate privacy setting to allow or disallow following.