KildClient supports peer to peer chat (that is, you talk directly to the other person, and not via a server, be it a MUD server or a chat server), which allows you to talk to other users of KildClient or other clients that support the MudMaster or zChat protocols (both are supported by KildClient).
There are several advantages of chatting directly with the other person:
You can chat even if the MUD is down, since the MUD server is not involved.
Since the chat is direct, it cannot be snooped by immortals or administrators.
The chat is independent from the MUD, so you can chat even if you in a situation in which it would not be possible to talk through the MUD.
The chat also supports other features that are not possible through a MUD, such as snooping a session, that is, seeing everything the other player sees in the screen (if they allow you to do so, of course), or sending everything you see to your chat party (if you allow that, of course), or transfering files.
These features do not pose a security risk, because they can be disabled and the other person can only see your output if you allow it, and they can only send files if you allow them to.