It did. Using "F" to enlarge the chat log then hit "F" again to see only /say, "F" again to see only /tell, "F" again to see only /party and "F" again to see only /linkshell (It's certainly the wrong order but it's the idea ^^).
Yea and that's what lacks in FFXIV, a way to move from tab to tab without the mouse for those who don't play with one. It's not handy to pick the mouse each time yu want to see a tab. So I did two windows with only one tab in each. Chat modes in one and game info in the other one (I think that's what Xatsh did too).
EDIT: Sorry trinta, we answered at the same time (I took quite a long time to write my post though >.>)