WLM is a dying breed of instant messaging, Microsoft's ideal audience for WLM gave up support for WLM some years back, it's no longer 'cool' enough to be used anymore.
Skype does have some issues I have found though, which did for a brief time, force me back to use WLM, although I don't tend to use instant messaging programs anyway; using Facebook and Twitter for a few minutes a day and then logging out, maybe a hour or two if I'm arranging something with a friend or wanting to talk to someone who can't see in person for whatever reason.