A love.window module is planned for 0.8.0, though its main intent is to help clean up love.graphics by separating out window-related functions into their own part of LÖVE. So, things dealing with a window's chrome would be part of that.
SDL 1.2 has a limitation wherein you can only have one window at a time, so barring SDL 1.3 coming out before love.window, multiple windows seems unlikely. (Even if SDL 1.3 does come out, this is predicated on our upgrading LÖVE to support it, and then deciding multiple windows are a good idea.)
The problem with message boxes is that message box code tends to be very platform-specific, and as far as I know, there's no standard, built-in way to do it across the various flavors of Linux out there (beyond requiring GTK, but do we really want to add another dependency for one minor feature?).
That standard way to show message boxes across Linux is through the "xmessage" command-line tool.
I do not like these features, because they massively decrease the chances of cross-platformability, as many gaming consoles don't support any method of windowing, and simply a full-screen system. Unless, of course, this library was made optional by the uLove standard.
It is simple enough to show message boxes using a GUI library for LOVE, so I think such a library is not overly useful.
For the record, this won't be in LÖVE 0.8.0 unless we take a ridiculously long time to release (always possible) - this depends on LÖVE updating to SDL 1.3, which will probably be out sometime around the heat death of the universe.