Why TFM did't think of this :

Mice Should have messages to ppl : If i wanted to say something to an offline friend why cant we do this ?

It's been suggested a lot; it may cause a lot of lag if thousands of messages are sent all the time, plus there'd have to be annoying ways to moniter them. It may cause spam too.
If you want to message a friend you can use a personal contact or maybe CFM :3