When you start a new chat with a friend in facebook, sometimes it says "You are now connected with Messenger." Sometimes it does not. I'm wondering what this message means and when it wouldn't show up.

The person I'm chatting with is a facebook friend who I added recently, and everyone else I added at the same time shows that little message in the chat. So why not this one? Is it because they haven't downloaded messenger? Is there a way to check to see if they have downloaded messenger other than just asking outright?

Thanks for any help!