Are messages included in iCloud System backup if iCloud Messages is disabled?
I don't believe so - if you back up to a computer, everything is backed up as a full system image. When you back up to iCloud, it doesn't actually take a full system image (which in some cases could be hundreds of gigabytes in size), it establises what is backed up in iCloud, what you've selected as an option, and backs up your settings and app data, but not the whole system.
Which is why when you restore from an iCloud backup, you have to wait for your apps to download again, unlike if you restore from a computer backup where it's all immediately there.
If you want your iMessages backed up, you need to select the option.