My manuscript status says that one referee sent a message but not a report
It means that they received some communication from the referee other than a report.  Different journals have different workflows for referees.  Some do not send the manuscript until a referee has agreed to referee the work.  Some let the referee see the manuscript and give a short-ish deadline for the referee to decide whether they can eventually send a report.  Some other journals (such as the journals of the American Physical Society), send the manuscript and ask for the referee to send them back a report, without ever asking for the confirmation that the referee can do the job.

I suspect the journal works using the second system.  This is significant, because the first response that the editor might receive from a referee may be the final report.  Or it might not be; the potential referee might write back to decline the assignment or to ask for more time.  So it is important to identify whether a response received from the referee is or is not a report--and that's what you are seeing.