Yesh. It annoys me. Especially when I'm on a friend's page, and I see they've got an awfully strange message from someone, but I can't see what prompted said message because they have VM-viewing disabled.
And these are usually the people who say 'Don't friend me unless I've talked to you.' How are you supposed to do that, short of stalking them in threads and getting smacked by mods for being offtopic. (except in the DCC. lol)
Oh, and what's with the pumpkin theme? @_@