It's possible to log into the chat servers using a Jabber client (example: Pidgin). I do this when I'm at work so that I can talk in my fleet's channel even though I'm not in-game.
Since the person on your friend's list isn't in an in-game location, it lets you know that by telling you they're logged into the chat server via a 3rd party application.
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Since the person on your friend's list isn't in an in-game location, it lets you know that by telling you they're logged into the chat server via a 3rd party application.