Actually, you can patch people through different messengers into your contacts... the only problem is that it's not very effective.
Example - I have YIM, but my little (cyber) sister has MSN, and we have each other on our messenger contact lists, HOWEVER, because we're using two completely different messengers, there's often times complications when trying to carry on a simple chat, and it usually results in one of us getting the other's messages minutes or so later than when they were sent.
That's why anymore, if anyone asks me to chat, I ask if they have YIM, and half the time they do.