I understand that the search function is context sensitive; exactly what is searched depends on what kind of page is currently being shown.
When Discourse is showing a message list (eg. menu > Groups > (group) > Messages), the search box hint text says ‘search topics, posts, users, or categories’. Wouldn’t it make sense to at least include messages?
I can get the search content to work for messages if I go at it a different way: user image > messages icon > messages icon again > (group). Which is how I’ve told our users to find group messages.