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In appendix D, the syntax summary for xsl:message states that it can occur within sequence constructors, literal result elements, or xsl:function. This description, while not strictly speaking wrong, is unnecessarily different from the description given for all other instruction elements.
Decided to fix this editorially in XSLT 2.1. Editor's discretion to be exercised whether it's worth the effort of fixing in this in 2.0 errata.