First of all: this is not the place to put feature request:
bugs.kde.org is (that way, the change is bigger a developer would see the feature request).
Althought I'm not a Kopete developer, and I know hardly anything about MSN, I think there a couple of possible problems with this. The MSN-protocol is closed, which means that protocol isn't well-defined for people outside Microsoft. AFAIK, a part of the protocol is retrieved by reverse enginering, which means carefully watching the communication, and trying if your program can communicate as well to the server. The chance exist that part of the protocol used for games isn't retrieved this way, and thus that the protocol is unknown at that point.
Another issue is that this is very protocol-specific, and Kopete contains more protocols then just MSN. I don't know if this makes things harder to code.