Inconsistent Results with Message Search

I just ran into something that I haven't seen before and I've tested it in three different NetSuite accounts (including one demo) to verify:

Go to Reports>New Search>Message
Click Submit

The results I get depend on my role. If I run as...

...admin or full access I get all results
...custom roll that has access to messages, including messages the person with that roll created, I get no results
...a different custom roll with access to messages I get some results but not all

I get no permission errors.

Again, no filters are applied and no preferred forms are being used. Does anyone have experience with this and know how to fix it or have any clues as to either the permission that might be affecting it or some other filter automatically being applied that I can't see?