[@NekoMizu]
I can't comment about the mobile version, because I don't really use it.

On the subject of the VM system though -- it's got a few problems. Honestly, the biggest issue to me is that in the early phases it didn't actually post my replies to people accurately. The first time I replied to someone who sent me a VM, it didn't post it to my wall at all, and the second time I posted a reply to someone else it did but it came up as a new VM to myself instead of with the proper reply format. I'm unable to delete this VM error, or the following VM I posted making a point about the error, which is annoying.

However, concerning the exact issue you mentioned -- are you saying you're getting a notification that a VM was sent to you but then you go to your wall and nothing's there? If that's what you're saying, you need to go to the wall of anyone who you've sent a VM to because it's probably a notification about a reply someone gave you after you posted a VM on their wall. I've had this issue too.