Because you can do it on the iPhone app. It's nice being able to chat with your Facebook friends while not at the PC. IMO anyway, since I'm almost never on the PC anymore thanks to my BlackBerry.
I'm sure you're already aware, but I use beejive and it works excellent. Not built into the Facebook app, but it does the trick till then!
Posted from my CrackBerry at wapforums.crackberry.com