Recenlty I haven't always been getting the pop up box saying that I have a new PM consistently. Two or three of my recent incoming messages resulted in no notification at all, and then a newer message (from a different username) caused the usual box to appear.
I had noticed this at the time of the latest major FT "upgrade" but it seems to have become worse recently rather than fixing itself.
Yes, I can check for PMs periodically, especially during DOs or if I'm otherwise expecting a message, but I don't always remember to check and it shouldn't be necessary.
In fact, it can be embarrassing to then receive the "why haven't you responded messages?" when I've been active on FT in the meantime.