How to open new IM in Empathy (instead of having to clicking envelope)?

It isn't exactly what you want, but in Empathy there is an unfortunately-labelled box in preferences: “Display incoming events in the notification area.”

Make sure that isn't checked and new messages will open right away in the background.

This answer to another Empathy question might meet your needs.

The solution I ended up using is as follows:

1. Launch empathy.
2. Right click on the launcher in the navigation bar
3. Select "keep launcher".
4. Finally remember the position where the laucher is (lets say 3), and whenever you want to focus on Empathy just press WIN+3. If the chat window was not on focus last time in that workspace you can just press WIN+3 twice till you see the chat window.

N.B.: The options name may differ as my actual version is not in english.