I suppose this question is why there are so many layers of distance between messengers. I imagine that if you are a professional messenger it is probably a good move insurance-wise to put some space between yourself and the original message. If the news is bad, the emotions will be hot and the closer you are to the source, the more dangerous a position you are in.
I imagine that messengers pass on messages this way as a matter of course –a kind of hot potato-ing of a message. Just for safety.