It's funny to see how basically all the official mainstream IM clients like AIM, MSN, ICQ, etc. used to be 1-window-per-conversation, but then in some odd wave of "modernity" (for lack of a better term) that was all dispensed with, and then now, multiple windows is somehow heralded as a new feature again.

To me, it's just common sense that each conversation should be in its own window, instead of stuffing them all into one window that only shows one at a time.

There's another comment here about how Teams' multiple windows is confusing, but I think that's more to do with it being Teams than anything else; as I mentioned above, all IM clients were originally multiple-window and people certainly didn't have trouble using them.