these days AIM servers can proxy "Direct Connections" (i know
Pidgin supports AIM proxied Direct IMs). This is because most people do not know how to forward ports correctly. Also, as far as i know, AIM doesn't use UPnP to automatically forward ports on your router. So, you don't really have to be worried of someone finding out your IP through a direct connect unless you are not behind a router (i.e. are directly connected to your modem).