Do you use the same context? If you do
Core.execute(getContext(), 'microflowName', parameters);
I believe that it should work. If you do
Core.execute(Core.createSystemContext(), 'microflowName', parameters);
it will not work, since the system context won't be able to display the messages.
Check this previous forum post, I think it answers your question: https://forum.mendix.com/link/questions/91221
Are you calling Core.execute() with the system or user context? If it’s the system context I don’t think it would show.