On meta there is a 'x people chatting' window in the sidebar. On other sites I have seen that on the regular pages as well (like on superuser).
Can we have that here too?
Or should it be there and I just happen to not see it?
There already is... usually.
It would appear that, for the moment, it seems to have, as Ahriman put it, "gone missing" much like the community promo ads occasionally do.
I have no idea why it happens (maybe someone who does know can address that) but it is there and, unless it's a major bug, it will likely return at some stage if you refresh the page.