Why does drupal_set_message not appear in the message area? I often use something like drupal_set_message( krumo( $row ) ); to output debug information. This is suppose to output that message within the $message area placed via the page.tpl file, however sometimes this is output in line where the code is suppose to be rendering (via a field template.)

Is there any way to make drupal_set_message output to the right place when being used in the the theme layer?
You do not have to call krumo directly. You can just use the helper function dpm, this will print a krumo output on the message variable.

Example:

dpm($row);