Have you found any solution to this problem?
Google a bit, i've seen that before, i forgot the reason but this has to do with JSF.
I think you can embed h:message in your panel group and it should work (with no guarantee)
The panel group did unfortunately not solve the problem.
I googled a little and found this faq, http://www.jsf-faq.com/faqs/faces-messages.html#110
However, I'm not sure that this is the problem since the <h:messages> can catch the message?