You are on a separate server. It is likely one of the limitations of their system or simply something they didn't implement. You have FC chat and Linkshells which go anywhere and everywhere, however all other conversation is limited most likely because of the complications of trying to maintain communication with your root server (your world you play in) and the duty server (where you are currently running the dungeon). Would it be nice to have? Yes. Can they do it? I don't know. But at least you know why we can't