Here's the thing, and this is just friendly advice.
If you are hosting a party at your house and you strive to make your guest as comfortable as possible, why would they want to leave?
This is true with webhosting as well.
Even though at times you may feel as though many issues take longer than necessary or involve a lot of backtracking with live chat support, obviously the customer wanted the option because they opted not to call in or email.
There is nothing wrong with informing a customer that their issue may be able to be resolved in a much more timely manner due to the nature of their issue if they were to choose another route of communication, but if so, you need to help that customer as much as possible and make sure they NEVER get the impression that the agent dealing with them at the time is just trying to push them off on someone else.
If possible, have the live chat agent create the ticket themselves for the customer.
Not only will the customer appreciate this, but in most cases, the agent will take time to make note of important details.
All of this should be supported by a detailed ticket system, anyway, and each agent should be encouraged to review each customer's entire history before troubleshooting as well as leave thorough notes for the next agent to review.
What do you not like about support when you have to call in for it, such as for a software issue or for a phone bill issue?
What do you like about the support you've received?
That your own experiences as a customer and create a comfortable environment that ensures the customer your support staff are thoroughly resolving their issue in a timely manner with as little expense and sacrifice to the customer as possible and you will do nothing but excel.