Okay yes I just saw this in my own environment and was tinkering around wondering when this happens or why. I finally discovered it. This didn't happen before recent updates, but now, if a user "hides" a conversation then goes back to it or someone sends a message in it, it will by default hide past conversations and give you that message you referenced. If the user unhides or doesn't hide the conversation, this doesn't happen. So this is due to the manual step of the user hiding a conversation and not retention. I verified this myself on my computer.
Hope this helps!