This looks like an extension of the plugin so we can put all messages in the database instead of the code.
The concept is very simple and explained in the , which also looks like a useless plugin idea.
When something happens and the system needs to show the end user content then it has to offer the content via an existing, real page.
For example, say the user is automatically logged out, we want him to be sent to a page explaining what just happened. Although that page may be displayed as a simple AJAX error message, it is still a page that the system handles like any other page. What this offers us is the full power of the system for each message (except for really low level errors that are logged on the server.) This means such messages can easily get translated by the site owner, can be edited to fit the theme perfectly and add images, etc.
TODO: This is probably an extension of the Messages plugin and not a separate feature. We'll want to look closer later.