Once you friend more than 5 people you can hear the notification sound quite often. Sometimes you don't care too much if x is on or if x is playing (especially if you're in a game yourself), but you'll care if they message you, since you probably (?) want to reply.
I suggest having a different sound for messages than for other actions (joining aeolus, hosting a game, etc). Doesn't have to be fancy -- maybe just the first half ("pop") of the current sound?