It seems as though I cannot message my friends when they are offline while using MSN's protocol. Everything works perfectly except for this. I tried the same exact thing with Pidgin and it works.
Here is my error message:

This user is not reachable at the moment. Please make sure you are connected and using a protocol that supports offline sending, or wait until this user comes online.

What would cause this? Is it miscommunication with the server(s)?

It is probable that either libMSN does not support offline sending at this stage, or that Kopete's MSN plugin does not have the "Supports Offline message sending" flag enabled on it, so Kopete believes the support is unavailable.

I suggest you file a feature request at bugs.kde.org.