Short answer
HubSpot's KB: auto-tracking adds UTM parameters to supported ads, and your own UTM changes in Facebook aren't overwritten. The ad URL can't redirect, including http to https, or parameters are stripped. Campaigns with ODAX OUTCOME_LEADS objectives aren't tracked.
1. In HubSpot
The relevant screen in my demo portal.

2. Worth knowing
Check each ad's final URL before launch.
3. Related
Facebook lead ads and disconnecting.