• They just show the latest “feed” of messages from the service, not allowing users to either keep some message for a while, or remove messages they are not interested in.
• They don’t integrate well with all the services (having a ‘@friend ….’ message in your Facebook profile doesn’t look well at all, which is what is done when you ‘reply’ to a message in Twitter) or just don’t integrate at all.
• Some of them, like the Facebook widget on Maemo, just display your home page in Facebook when you click on one item, instead of sending you to the entry for that message you’re clicking on!

The only “thing” that does it correctly, from what I’ve seen so far, is yoono, a Firefox extension, which shows all the messages from all the services you configure it with, allowing you to remove messages you’re not interested in or have already read, or keeping messages for future reference. Also, it gets you to the right page at Facebook when you click on one item, and also allows you to comment directly to the messages right from yoono itself.

It’s true though that it would be great to have it not tied to Firefox, as an independent application, so /me dreams about gwibber/mauku implementing something like yoono.