(or anything you hope for an in-depth discussion or quality replies really)
In many cases your requests for support won't be reached before the shoutbox has newer messages take their place.
It's also very difficult to post code in the shoutbox, and it'd be pretty ridiculous if someone had to make a thread just for the sake of posting code for something that should have already had a thread.
Threads are also very helpful because people with similar problems can see that a thread for that already exists; obviously we can't ask them to search through the shoutbox to see if their issue has been resolved before... (and while I'm talking about threads, try to make the title descriptive of your issue so people with similar issues can easily find the thread)
I'm not going to ignore requests for support in the shoutbox or anything, but threads really should be made instead of having the shoutbox be the altar of support.