Why does Windows Live messenger say some contacts haven't added me when actually yes they have and how to fix?

I've been using Windows Live messenger for many years (of course its previous version MSN messenger as well) and it has always worked great. However like about a week ago I added a new friend, and he added me as well. He messages me and we talk on a frequent basis. However, Windows Live messenger keeps saying I'm not in his contact list since day 1, when actually yes, I am. When you look at the people who have added you, he doesn't appear there. I also have the Messenger Plus add-on installed and it also claims that I'm not in his list, and yes, I am! To test that, today I used another account I have which I don't use for messenger and added that account. I logged-in with it and accepted myself. Then I logged off and logged-in with my real one and it did the same: it said that other account didn't have me in their contacts... FALSE! I kept trying again and kept logging on and off each one and even though yes I added myself and I'm there it keeps saying the same, that I'm not in that account's contact list. STRANGE. Why is this happening and how can I fix it??