This is perhaps something that belongs elsewhere on this board, but I'll put it here for now.
There exists an option to be notified that one has gotten a personal message.
Most of us just check the top of the screen, to see if [1] or [2] or [whatever] shows up, but apparently many don't.
In one's profile, under "personal message options" (left side of screen), one can choose to be alerted via a tiny pop-up if one has personal messages.
I suggest that especially members who don't get a whole lot of personal messages (I am in that crowd) use this option, because they don't usually check the top of the screen of the front page.