Subject says it all, should be include for 16.10 Alpha 2 
In the screenshot below you can see the Indicator Messages working with Pidgin, Thunderbird and Mailnag. I will soon update MATE Tweak in Ubuntu MATE 16.10 so that enabling Indicators will also enable the Messaging Menu.
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The dock applet is back and now this fixes the top thing on my wish list… 16.10 is looking good!
That is awesome! <3 <3 <3
Will we get that via the 16.04 PPA at some point as well?
Nice! +1 for its return 
Only if PPA would contain GTK+3 build of MATE. Almost all types of indicators, indicator-messages included, are GTK+3 only these days.
That’s why you can use only indicator-application and indicator-sound in GTK+2 build of MATE (in 16.04) - these are the only indicators that still have GTK+2 versions.
Did this happen in 16.10? if so, how do I activate it?
The messaging menu should appear if you have indicators turned on and you open an app that uses it, such as Thunderbird, Pidgin or Mailnag.
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Thanks. I have indicators on in matetweak, and indicator applet complete in the panel. I’m using the Weather Report panel app with ‘Notifications’ on, and was thinking these notifications would be retained in the messaging menu. I think I’ve been confusing ‘notifications’ and ‘indicators’ 
Is there a full list of the apps that use this?
I only know of those three I mentioned, but there could be others.