My intuition on the phrase "message sending" is that it should be distinguished by immutable values. If I send you a message by writing it on a piece of paper, I don't expect that if you write on that note it will change any information I have on me. The message is passed by value, not by reference. I should be able to copy the message, send it over a network or store it to external memory, and have everything still work the same.
CLOS and Lisp inherently involve passing objects by reference. If they allow mutation operations, the receiver of a value can mutate it and that's visible to the caller.