The following WP Rocket settings cause issues with FacetWP:

• Load JavaScript deferred
• Delay JavaScript execution

Screenshot: https://d.pr/i/lbP4it

For the latter, there's a FacetWP section in WP Rocket's docs:

https://docs.wp-rocket.me/article/1560-delay-javascript-execution-compatibility-exclusions#facetwp

Turning both settings off does fix the issue, but it'd be nice if the two plugins worked seamlessly.