When a new member or a member who is in moderation leaves a visitor message on someone's page, that message needs to be approved by the moderation team in order for it to become public and available for all to see. You're able to review the message on your own page while it's awaiting moderation action. But nobody else can see it.

If the message is then removed, it is likely because it violated our community guidelines, or the new member account that left the message was deemed a spam account only here to advertise on the forums. We don't provide individual notice about these administrative actions because they're just a part of our daily activities in keeping the forums spam-free (which is, frankly, a lot of work by our wonderful community support team!).

Hope this answers your question.