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I've just tried upgrading from 5.1 to 5.3 and the styling of the message boxes has gone.
I have picked through the notes on upgrading to 5.2 and 5.3 from 5.1 and have made sure to replace the zen-grids directory with the one from zen/STARTERKIT but this hasn't helped either.
I've picked through the sass files that the theme is using and can't find any styling of these message boxes anywhere, apart from some entries that are blank.
It looks as though after updating zen, that the system messages css styles are no longer loading. Will try and figure out why and report back.