If a new message has been sent to you then the Mail tab at the top of the page turns red. I believe the Site Administrator feels that is adequate notification and that trying to set up a new software program is unnecessary.
The same is true about an SOM App. It was considered but was simply too much work and expense. Remember that this is a free site and that it makes very little money for the Site Administrator to use for unnecessary programs. Also, given the differences between phone services and models, it would be hard to set such a thing up.
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