In your LW options you can enable Chat. When you see other people with that icon it means they also have chat enabled. People who have chat enabled you can chat to, & it's also easier to browse them than those who don't have it enabled.

Many people leave LW running whilst they're at school, work, etc. or overnight. Or in the background whilst they're working on other programs. So they may not see your message. It's often difficult to find people who do see it before the chat invitation goes stale.

Oh ... now i'm getting slow if WW beats me to an answer.