Carcassonne interaction between "The Robbers" and "The Messages"
Official answer, taken from Carcassonne Central. The source is Georg Wild from HiG, via telephone call.

TL;DR; yes, it is possible that the robber might stand still until the end of the game. You haven't missed anything, this is how it's supposed to work.


  Robber and Messages:
  
  
  Robber stands near one particular counting figure and robs only its points. In this situation it is possible that robber will stand on the scoreboard till the end of the game, if the player will decide not to move this particular figure.
  
  
  Answer: Yes, it is possible that the robber would stand till the end of the game.
  
  
  Robber stands near any counting figure and robs any points that this player will receive regardless what figure player will move forward. In this situation robber stands near "virtual" counting figure and receive first available points (of course, according the rules).
  
  
  Answer: No, the robber can only rob the points from the counting figure which is on the same space as the robber.


And just to be clear, you can "rob" points from either figure (source):


  Q: When playing with The Messages and The Robber, can a player's
  Robber follow either Messenger?
  
  A: The Robber can rob points from both scoring figures - from the
  follower and from the Messenger (woman follower). If there are more
  than one scoring figure at the same space as the Robber and multiple
  scoring take place - the Robber can only rob from one scoring figure
  for one scoring.
  
  Telephone call with HiG - Georg Wild - 03 05 2013


Own thoughts: you might still be inclined to move your "locked" scoring meeple if you score 2-3 points, just to free it. Much of the strategy in the "Messengers" expansion is to keep your two scoring meeples from the dark spaces (multiples of 5) at different distances. I wouldn't mind giving over 1-2 extra points to my opponent for increased flexibility, especially if most of the robber tiles have already been drawn.