In this case, the full implication is that your email might be undeliverable. "Should" indicates that the consequences for this fall on the entity that is deviating from the thing they "should" be doing.
Theoretically, anyway, I expect in practice they'll just ignore the issue or have their own good reason. But they should accept emails with no message-id; there it does strain the imagination to see why lacking an ID would make a message unreadable or undeliverable.
Gmail rejects the vast majority of compliant messages, I think they've stated in public that they reject >99.9% of messages, and hearsay has it that the percentage for with minor errors like this is even higher.
There are good reasons why a message might be unreadable. For example, message-id is often used by the threading algorithms in MUAs and IMAP servers, and many don't test whether their threading code handles ID-less messages. I use one that deduplicates by ID, what do you think it does when the ID is empty or missing? I don't know, I haven't tested and I'm not going to.
if the alternative to [not doing a recommended thing] is [failure] then what's the difference between "should" and "must"?
"we recommend you leave the keys in the ignition while putting your car in park"
"or what?"
"or your car may blow up, killing everyone inside. just a recommendation though!"
- `MUST: This word, or the terms "REQUIRED" or "SHALL", mean that the definition is an absolute requirement of the specification.`
- `SHOULD: This word, or the adjective "RECOMMENDED", mean that there may exist valid reasons in particular circumstances to ignore a particular item, but the full implications must be understood and carefully weighed before choosing a different course.`
- `MAY: This word, or the adjective "OPTIONAL", mean that an item is truly optional.`
In practical terms:
- MUST: It's always a failure to do this. E.g. you MUST have some form of stored energy in your car for it to propel itself down the highway.
- SHOULD: If you don't do this, it's likely to cause failures unless you really know the situation is one of great exception and have thought about what else this change may affect. E.g. you SHOULD maintain a large distance between yourself and then next vehicle on the highway (an example of an exceptional case might be a standstill backup on the highway).
- MAY: This is something which is actually optional and has negligible impacts to successful operation if you do/don't. E.g. you MAY activate cruise control instead of always manually operating the accelerator.
For your car example as-is it'd probably best be MUST unless there is expectation one might reasonably consider their car exploding a valid scenario. In the real world where the car doesn't actually blow, it'd probably be that you MAY leave your keys in the ignition rather than SHOULD/MUST.