One advantage I can see for MDI occurs if a lot of screen real estate is going to be used for stuff that's shared among many windows. It may be more logical to have such material at the top or side of the enclosing window than to have it repeated in each SDI window, or have it appear in a window entirely separate from the SDI windows. For example, a chat program might have a status pane and a control pane. Having those be somewhat tied visually tied to the chat windows might be better than having them as standalone windows.
