When communicating for non-friendly matters, the beginning of a conversation is usually a "hello". This doesn't really qualify as small talk, instead it's just to keep from startling the other person. In a sense, a hello, and a possibly "how are you" is really to get the other person to switch modes, to smoothly make this transition to the more communicatory state. Past that, however, qualifies as useless small talk.
This extends elsewhere as well. A letter, has its envelope be the transitioner, and therefore usually a brief "hello" or "to whom it may concern". Email is no different. The header, or subject line, is the transitioner, and just a hello up top. Voicenmail and answering machines use a blinking light or the like.
The break in this rule seems to be IMs. Possibly given to its unconventionality, IMs do not start with a hello. There really is no transition. At most it's a form of "are you there", and then the barrage begins. So, there is a small transition, but not much. And, unlike letters which can be opened at any time, the IM usually reports on idle-time (unless disabled). And then there's the repeated "hello" attacks.
But, there's another aspect to IMs. The reason we ask for a response prior to proceeding seems more because we don't want our message on the other person's screen. Either another person, unintended to read it, may read it, or, alas, the person may read it _later_, out of the time frame we wanted them to read it in. As ridiculous as it sounds, i think that's my feelings about it, and worse, it almost makes sense.