Hi jmi,
Yes by design 2X Published applications run as a full-screen program.
If you're using Windows Live Messenger locally and option "Show me as Busy and block my alerts when I'm running a full-screen program or presentation settings are turned on" is enabled, the Live Messenger will detect a full screen application and status will turn to 'Busy'.
You'll have to disable this option.
Please note that in build 199, 2X fixed the issue where MSN (running as a published application) was set to busy mode as this problem was also happening when MSN was published.