With some more digging, I found this document on MS' website: http://www.microsoft.com/windowsxp/pro/evaluation/news/wm_seybold.asp - which appears to be a complete walk-through of Messenger in XP.
Searching for "paging", it seems that phone calls and paging are currently only a gateway to net2phone's service (www.net2phone.com), which users have to pay for. Rather than create an MSN-specific, net2phone-specific solution, I'd rather someone else create a generic Jabber->SMS gateway that could use net2phone accounts. On the other hand, this means that you're right - paging support is just the same old "mess around with non-MS solutions" tactic. - Andrew
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