Just about every messaging system has support for this: ICQ, MSN Messenger, Jabber, Yahoo Messenger, Google Talk and now Google Hangouts, HipChat, etc. Even with IRC there are cheap ways to simulate it. It's really hard to get used to not having it after making good use of it for almost 2 decades.
Question is, why the anonymity?
I never used any of those much, but starting using Slack when I joined a company where it was ubiquitous. I never saw anybody care about declaring an away message. People at any point could be busy and might not answer, but they were rarely "away". The culture was just to assume that people were available, and if not that they'd reply when they could.
I work for a slack competitor that has away messages, and I'm jealous of Slack's willingness to ignore the old interface patterns and implement the simplest solution possible that makes the most sense for larger group users, new users, ignoring the expectations of the smaller group of users, old-time users.
IRC has it built-in: the AWAY message.
To set:
AWAY :I've gone to the dentist
To clear: AWAY