Looks like they have added some of the missing desktop features to the new Yahoo Messenger for the Blackberry. From a quick look, here's what is new.

-- Shows a persons avatar (if they have one)
-- You can now communicate with Windows Live Messenger contacts (seemed a little slow in sending messages, but it works)
-- You can control who sees you online directly from Yahoo Messenger in the Blackberry.
-- Couple new emoticons

Just saw it also does file sending as well, trying it out now.