They should also signal your counterparty's security posture.

Basically, give you a heads up that the other side has settings that make the system less secure.

I'd prefer the receiving end looks at sender's metadata on the message, and uses that to determine where the line is between recipient-convenience and betrayal.

I suppose you could do both, but "Hey I've got something extra important to send you, but it says need to change your settings first please hurry" seems worse than "sometimes I don't get full notifications on my watch, weird."