When visiting a user profile, you will see only messages that are known by your instance.
This can be frustrating especially for small instances.
#Fedilab offers an option at the bottom right, through a magnifying glass button (see the screenshot). By clicking on it, you will be able to see all messages. The app will manage everything for you in background to interact with that messages.
You can of course set that behavior as the default one in Settings > Interface.