The list of messages stores messages only for the last parsed exchange file.
The list is updated after each exchange file reparsing. When a file is opened, its contents are reparsed automatically.
If you want to update the list of messages based on a previously opened exchange file, make it active and click the reparse button (menu File→Reparse)

The following actions are available from the context menu:
"Show in text": jumps to the text/branch of the Xml tree, which contains the data that led to the selected message - errors or warnings
"Show object in the list": jumps to the object associated with the selected message in the list of objects on the information panel. Sets the active file to the file on which the selected message was generated.
"Show location in drawing": jumps to the location described in the message in the drawing. Available only for messages containing information about geometry - intersections, self-intersections, etc.
"Keep only errors"/"Keep only critical errors": removes all messages from the list except errors (critical errors)
"Write messages to file": writes all messages from the list.
"Clear message list": clears the list.