from the .75 version, i haven't yet received any messages in game from anyone except when someone joins the CW. few of the messages from my embassies (not all) go into the forum mail, however most of the mails just get vanished. and its not just me but many other players too!
however one interesting thing that i saw was when i opened my save in the web browser, all the mails of Forum and even few that weren't in forum mail popped up in the messages! do look into the matter