I signed up at try some days ago and used the skip tips option at the first tip that was shown to me.
This also immediately deleted the personal message I received. This is something I did not expect to happen, though it seems intentional.
In my opinion, the welcome message is more than a tip. Even if a user knows how Discourse works, I’d like them to receive it. Maybe the admin even personalized it. Most of the information is more site-specific than Discourse-specific. While you probably know about trust levels, it is still useful to take a look at the guidelines of this community.
When you had to disable the tips in your preferences, it was more likely you’d have taken a look at the message before disabling the tips and deleting the message. The new skip button offers this before you even had a chance to read the message.
As a user, it is difficult to recognize the connection between the disappearance of a personal message whose content you do not know and the deactivation of pop-up tips. There is no way to find out which message disappeared and no way to get it back. Even if you re-enable the user tips in your profile, you don’t receive a new message. The impression remains of having missed an important message.