But you needed to know about them ahead of time, or search for and pick one on the spot, and rely on it to be stable/reliable (and actively supported or it would fail next time the protocol was tweaked as seemed to happen often if the release cycle of MSN plugins for pidgin were representative), and trust an extra 3rd party with your conversations.
Just using an IM arrangement that natively supports web based access, which it has some disadvantages, was much simpler for most people.
Which at the time were garbage because of the limitations with browser support. Back in the 90s and even early 2000s, the most reliable way to do HTML chat services was via frames refreshing. Which is why many chat services ran as Java applets or (later on) as Flash.
Thankfully we now have a whole array of better technologies available and wider support for them. So we're not as reliant on browser plugins nor native clients (though frankly I still prefer native clients).
Desktop software was fine, until you were in an internet cafe, at a friend's house, or most importantly, at work, where computers were locked down.
You couldn't use msn messenger at work, you could use facebook because it was just a web page.