With Microsoft looking like they are killing off Windows Live Messenger by consolidating the functionality and back end engineering into Skype, one has to wonder if the interoperability that never really came of much between Yahoo Messenger and Windows Live Messenger (if it still worked) will still be in place. I doubt it.
One of the benefits early on of Windows Messenger was the access it had to the SIP stack inside Windows 98 and ME, long before VoIP was en vogue. Microsoft also has a very long history of using VoIP inside XBox Live, so one has to wonder if Skype and the Skype codecs like Opus and Silk are finding their way into XBox Live now.
Next will be full blown Skype-Lync integration with one platform for them all. Or, at least, that's my guess.