As documented on LSL Wiki (http://www.lslwiki.net/lslwiki/wakka.php?wakka=events) changing states in LSL clears event queue. This means that if script receives llMessageLinked when it's changing states, message gets deleted. In my case, this was just now a cause of a subtle and hard-to-find bug which manifested only in specific conditions in lag-free sims. I think this needs to be fixed, and luckily, backward compatibility shouldn't be a problem in this case, and I can't think of a case where deleting event queue is a good think. It's really a pity - I believe this issue is the only thing that makes linked messages a bit unreliable.