Currently, sending a song goes through facebook, if the other person replies to my message I have to check facebook. It makes more sense to have a chat / message system inside of Spotify. I don't mind if Spotify just taps into Facebook's chat system, or even if they develop their own system.
Updated on 2017-07-10
Back in February we started the process of deprecating the Inbox/Messages feature within the Spotify app.
Extensive data analysis has shown that this feature had very low engagement. The huge disparity between the use of the feature and the manpower required to maintain it doesn’t merit keeping it running, so we've taken the difficult decision to remove it.
It’s still very easy to share and chat about music from Spotify. You can check out this support article to discover other ways for getting social. For more info on this decision please read here. We're going to close this as we don't have plans for it to return. As always, thanks for your continued feedback. If we have any news on this we'll post here.