Second Life viewers already support rendering carriage returns (new lines) /n in chat and IMs. LSL scripts have, for decades, made use of the "\n" character to format text before speaking it as say, whisper, shout, instant message, owner say, region say, etc.
Copy-pasting text with included carriage returns works too, allowing text to be 'manually formatted' in an outside text editor or notecard, then copy pasted out, into chat/IM.
It's a silly extra step.
Adding support for [SHIFT]+[RETURN] would be consistent with behavior in many other applications, such as Discord.