There are a number of reasons as to why a shoutbox would not work on RZ,
One,
Children requesting. The chatbox would soon become a hub for new people spamming for help and advice all the time rather than checking around in the forum.
Two,
Spam. Even with out the children if you think that say 100 people talking at the same time [100 is pretty low really for Rz] you would not be able to keep up with most conversations as other conversations would be spilling in from every direction. This again would result in people spamming the same messages to get a reply.
Three,
Usage. A chatbox being used on a regular basis will quickly start to take up alot of space.
Four,
Speed. Having more to load the forum would require longer to load lowering the average speed of the site.
Five,
Mental's Preference. As owner of the site he can do as he wants and you can't Anoth Said.
Overall,
The idea of a chat box in RZ is a flawed concept that would end up just becoming another SpamZone. Also you already have multipul ways to chat with friends such as new threads, private message and visitor chat so you can always have a conversation still. Also before some one suggests IRC or such. These such chat boxs are proven to not work well with most people not taking the time to load a separate page for them. They also cost to host so with the fact most people will not use it is a waste of resources.