If you're talking about Multi-User Chats, then on entering a room the server should send previous messages (http://xmpp.org/extensions/xep-0045.html#enter-history), with no requirements set in stone (except when the client specifies a maximum amoun to send).

When a client logs in, it is true that a server doesn't have to send messages back, but that's the goal of XEP-0313.