I think what killed AIM, MSN, etc. was SMS. You had to meet your friends in person at school or be home in front of a computer to talk to your friends. With SMS you can talk to them anytime, anywhere. Then smartphones came out and apps like WhatsApp, FB Messenger and LINE took over.
The United States got SMS a lot later in the piece than other countries, didn't they? From my experience the opposite of what you said appeared to be true - what started to kill SMS here was services like MSN messenger and eventually facebook etc afterwards
Not only that, but SMS was extremely expensive in the US. If you didn't have a text plan, they cost $0.20-$0.30 a message, and unlimited plans were in the neighborhood of $30 a month. Texting didn't really take off in the US until the prices started coming down, and that didn't start happening until Google and Apple launched their own messaging apps.
MSN was helped by the integration into the most used email at the time, hotmail. It was still pretty good, you could play mind sweeper on it with your friends, most of my international friends used it. they had a pretty good market penetration in China too.
Then MSFT was like, OK we bought skype. EVERYONE WILL USE SKYPE.
For me what killed MSN Messenger was Microsoft. I would have not had a need to ever use FB Messenger were it not for the merge of Skype and Messenger. Both Skype and Messenger were good back then by themselves, but the result of the merge wasn't so convincing for me. I literally only use Skype to talk with my parents - noone else even uses it anymore...
I think MSN for me died when I finished middle school. Everybody kinda lost contact (going to different schools / apprenticeships) and we stopped writing.
Then new people I met (online and offline) were all using Skype. This was just right before Smartphones came out.
Then offline people slowly started joining Whatsapp or Facebook groups.
Online people stayed on Skype until Telegram took over a few years ago.