While the acronym does indeed stand for Frequently Asked Questions, in many cases, there is an implied list of (or perhaps document containing) in the acronym's usage, which is why it's treated as a singular object. For example, I could have a FAQ that covers home buying and a separate one that has questions regarding home purchasing. In this case, I might suggest that you check out the FAQs, meaning The lists of frequently asked questions.
In this case, I see nothing wrong with adding an s to pluralize the implied list (making it clear there there are multiple sets).
However, I would suggest that if you have a single list, and the s merely refers to the fact that multiple questions exist, the s is not needed.