The System Message banner is currently only being shown to users that are logged in. I think it would be beneficial to display it to all users, regardless of their login status.
This is a consequence of the SE 2.0 sites being split across multiple servers, causing the system message to be in the cache for one but not the others.
After about an hour the problem fixes itself, because the old system messages fall out of cache.
This isn't really ideal though, so sometime tonight new code will be going out to make removing/setting System Messages work across all server's nearly instantaneously (maximum lag time of about 30 seconds).