That is true and annoying. This is partly what we talked about earlier, MS has provided us with crippled Facebook experience by giving us two broken solutions, both broken in their own way. My personal opinion about this is that it is a huge mess and a miss step by MS. They will be facing a problem at some point, one of the solutions must go, and they need to focus on one solution and trying to make it the best Facebook experience from any platform (of course this should be everyone's goal, to be the best).
If I would be the boss of all bosses at MS, whoever is the person that enabled the situation where you need two solutions for making a task that should be handled by one solution, would be facing some heat and I would say hanging by a thread. Maybe even fired already, depending on the bigger picture and what other facts are involved that we as outsiders dont know about. The thing is not only the poor experience provided for the users, whats not only poor but its subpa. Its also about recourses too. Right now, MS has two teams working on same issues. They have one team working on the integrated part and one with the app. Thats waste of time and money.
Im not talking only about the chat part here, Im talking about the whole Facebook experience. Amazingly really the best FB experience for Windows Phone is to use the mobile website... Im so sad to say this but it really is. Sh*t, I cant even accept group requests through the app. (there are MANY things the app cant do, but I think this is enough for now)