So that people who wanted to could discuss things specific to their particular denomination.
For example, people in a Catholic chat might be interested in discussing Rosary prayers, that might not be so interesting to non-Catholics.
As a Lutheran, I would be interested in talking to other Lutherans about the recent events with the "continuing churches," about what it means to be "simul justus et peccator," or maybe talk about consubstantiation. These are probably things non-Lutherans would just say, "wha? huh?" and not be interested in at all.
Here's another example: non-mainline Christians seem to be very interested in things like pre-trib. v. post-trib. This is a discussion that is almost unheard of in the circles of mainline Protestants. We just don't even discuss that at all (in my experience, as a seminary-educated church professional, that is). But obviously it's very important to some Christians, because I see much discussion about it.
That's just three examples. I'm sure I could come up with at least a dozen more if you're interested, and that's just off the top of my head.