That's incorrect. They do.
Just to make sure, I did a test. I just opened different browser, made sure I was logged out, and edited my talk page so I could see the IP. I then left a message on the IP's talk page while logged in on the first browser. I *did* get the notice that I had new messages for the anon IP.
Thanks, Brian
Timwi wrote:
I thought we had established that non-logged-in users never get the "You have new messages" notice, and so never have their attention drawn to their IP's talk page?