I agree, it would be great to be able to send a message to all on our friends list

Could be a bit cumbersome - I have so many friends on my list that are no longer active but I don't like to remove them in case they return. Would be good if we could chose who to send to though.

I think that is why some people make groups. Like in a challenge the group owner can send a mass e-mail to all in the group. You can also make it public or private and limit it to current friends.