Can you post the first few lines of your code where you are including the stproxy items. If you're not using stwidgets I can't see how you'd be getting the sametime UI appear.
So I just tried example 11 and I see what you're saying. That seems to indicate that the Sametime documentation is wrong, or not being 100% honest:
Anyway, you can still do what you want. The way I did this in the past is to overide the new window code for an incomming chat, and push it to a div that is set as invisible, so the chat window is there in the page, but is hidden in a div.