Whenever you receive a message on Facebook and read it, a notification appears in the sender's chat box that you have seen the message. It states "seen" followed by the time that the message was displayed to you on the Facebook website or Facebook application.
While that may be useful at times, some users may prefer to block seen notifications on Facebook for messages. Maybe they don't want to feel pressure to answer right away, don't have time to answer or have other reasons for not wanting the sender of the message to know that they read it already.