I feel like Messenger was originally a new front-end for the send message feature of thefacebook.com's social network for college students. It was based on the PHP architecture where all the messages are in a database and you just render HTML to show them.

That grew into the Messenger mobile app. They eventually added private messaging, but it was never popular/defaulted because users expected the chat moles on facebook.com to be able to show the same messages as the mobile app. If facebook.com can't read your messages, it can't show them there.