Apparently they disconnect you from the chat server when you're zoning (for whatever reason), which is why you don't get messages and people get a message telling them you couldn't receive it.

What I don't understand is why, if that's true, you still don't get the message that they're zoning sometimes when sent very shortly before or for a bit after they actually finished zoning. In that time they won't get the tell, but it will not tell you that they didn't, which is extremely annoying.

I wish they would fix that as it's one of my major gripes with this game, but given that they're cautious about messing with very minor code changes, I'm not sure if they're will ever even consider changing this.