js code:
var old_status = "";
function OnEvent_ChatWndCreated(){
  if(Messenger.CurrentChats.Count > 0){
    if(old_status === "") old_status = Messenger.MyStatus;
    Messenger.MyStatus = STATUS_BUSY;
  }
}
function OnEvent_ChatWndDestroyed(){
  if(Messenger.CurrentChats.Count === 0){
    Messenger.MyStatus = old_status
    old_status = "";
  }
}
Untested, but should work from what I can tell.