Thank you your sample code. I found the difference: you have the telerikMetroTouchTheme1 control placed on the form at design time. So when I did this, the message box displayed as expected! Yeay!
I was not doing this originally and was only calling ThemeResolutionService.ApplicationThemeName = "TelerikMetroTouch" after the form's InitializeComponent() function call.
So thank you for you help, Dess. :)
P.S. sorry for the duplicate tickets. We had multiple people searching for a solution.