This question comes over and over again. And if you ask Mark Zuckerberg, he will answer you with the words:
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The primary purpose of the Facebook app is News Feed. Messaging was this behavior people were doing more and more. 10 billion messages are sent per day, but in order to get to it you had to wait for the app to load and go to a separate tab. We saw that the top messaging apps people were using were their own app. These apps that are fast and just focused on messaging. You're probably messaging people 15 times per day. Having to go into an app and take a bunch of steps to get to messaging is a lot of friction.