When someone posts a message on an order page and the order gets marked as completed after that, but before I had the chance to read the message, the notification about the message gets overwritten by the “automatically marked as complete” message, which I always dismiss. So if there was a message posted before that, it would never be seen.
I’ve noticed this a couple of times by accident, when I visited a completed order page, that there was a message there that I never got a notification about. Thankfully they were nothing urgent.
I reported this to support over a year ago, but it’s still happening. And until it gets fixed, always try to remember to visit an order page even if it’s just saying it was completed, and there’s nothing there you need to read or respond to.