This is probably a great relief to the messenger. After all the obfuscation of the message’s provenance, I expect there is some sense of danger in delivering it and to be dismissed means a bullet has been dodged. The messenger has avoided being killed.
I think I always thought that “Don’t kill the messenger” was a kind of joke – but it was surely one of the most serious liabilities of being a messenger. An angry recipient might easily take the bad news out on the person who brought it. Being told to leave a volatile message situation is likely a bit like surviving a car wreck.