It has to do with protocols. There isn't a "chat" protocol that, like HTML, is used for all chat programs.
Google Chat works with the systems it is designed to work with, which are Google and AIM. MSN messenger (I guess it's probably Windows Live Messenger now) works with the systems it is designed to work with, which do not include Google Chat or AIM.
Using a multi protocol client such as Pigdin, Meebo.com (which I've used extensively), or something else still requires you have accounts for each of the clients you wish to work with. For instance, if you only have a Google Chat account and create a Meebo account you'll only be able to communicate with your Google Chat friends. Setting up a Windows Live account and adding that account to your Meebo setup will then allow you to communicate with Windows Live contacts in the same interface as the Google Chat (the Meebo interface) but that's only because the interface hides the fact you're still dealing with totally and completely seperate and different systems.