They were called shoutboxes and were removed when too many users abused them and the feature had to be eliminated. A lot of people don't understand how difficult it is to moderate visitor messages. Mods have explained in the past how much of a challenge it is as one obscene shoutbox leads to 5 more and each of those lead to 5 more and pretty soon a mod has spent a couple of hours cleaning up the userpage garbage. And that is only ONE of a moderator's many daily tasks. I once modded a VMK fansite, so I speak from my own experiences; however, my experiences cannot be completely applied here as our forums were different. Still, I know a mod's job is very involved.
The more people complain, the less we are trusted with. Be content and responsible with what you have and you'll be trused with more! We've already earned full-time reputation, so who knows?