Well because, you have to be confused. If you're not confused first, how in the world can you be set straight?

Sometimes, especially if this is the kind of board I think it is, the web master (aka Brenda) probably doesn't have any control over what error messages are displayed when someone goes hunting for new messages. It's kind of like a set thing.
::shrug:: It would be simplier to just say "No New Messages", but sometimes we have long winded people who like to make their own little specially complicated messages. It's kind of how things go in life, unfortunately.