They're only single-windowed apps because they choose to be. Colloquy and Adium both let you pull channels/servers out into multiple windows (just like tabs in a browser).
Slack actually does use multiple windows. The sign-in flow (enter organization, enter email address, choose between magic-email or password authentication, enter password) happens in a popup.
What it can't do is pull organizations out into separate windows like Adium or Colloquy. I'm in 3 separate groups on Slack, and sometimes in a conversation in more than one of them simultaneously.
And yeah, I can go open up the second one in my web browser, but it kind of defeats the point of having a "native app" if it's going to be crappier than just going to the website.
Every app has to re-invent the wheel here, and there's a lot of native controls that don't exist on HTML.
Generally though, window management is unimportant because these apps tend to be single-windowed apps anyway.