When I have opened conversation with somebody, and he writes a message, there is no icon in tray about new message.

When outside computer, you can easily miss somebody wrote a message, because notification shows only for few seconds, sound lasts few seconds too. 
If there would be a animated icon (like when no active chat window), it would be more visible (constant till window focused, click), that somebody wrote a message. That behaviour would be similar to Kopete.