Tells don't work simply because when you're in Duty Finder, you're literally not on the server any more. The instance servers are separate (they're the things that initially overloaded) and when you're in a dungeon or wherever, you're playing with people from different servers. Your friends will also see a "Not in this world" icon next to your name on their friends list as well.

The trade is disabled for just that reason too, it could destabilise the economy of the worlds if it allowed transferring of items between worlds.

Hope that helps to explain!