I honestly cannot say that this is a bug or even different behavior than expected. On occasion, and I cannot find a way to replicate this, a toast will pop up for an active chat. My expectation is that when I have an active chat window going i will not also get a toast for that window. However, I have seen both display for a third time now in the beta. I have been trying to get a screen shot but the toast disappears before I can.
For example, tonight i was having a chat with a person. Focus was on the chat the entire time. Most of the time things worked as expected, but one message she sent showed up in the IM window as well as a toast.