Someone added some wiki text to a user talk page on my wiki. I converted my wiki to occupy user talk pages; I had not followed the emerging "best practice" of moving existing User_talk content to subpages such as User_talk:<USER>/Archive. A few days later I logged in as that user (user Admin, but I think this scenario applies to any user).
Pages displayed a "You have a _new message_ (_last change_)." orange bar. But the links in it (to http://localhost/wiki/index.php?title=User_talk:Admin&redirect=no and http://localhost/wiki/index.php?title=User_talk:Admin&diff=cur didn't show me the message, because all such links show the Flow board. One way to see the message is to use Special:Export/User_talk:<USER>, since that (currently) continues to access the wiki page contents after Flow occupies.
I don't know if Echo and notifications are configured differently on my wiki than on WMF wikis, but this seems worth investigating, and to consider when turning on Flow in user talk pages.