I found the answer: the description needs to be filled out for the page you are showing the form on. If it is filled: then the error message appears too.
I came to this conclusion when using a Search Engine Optimizer (Gregs High Performance SEO) which let me fill in the Head Description on every page. When i filled that in: the error message appeared.
You can probably resolve it easier by adding
<meta name="description" content="this is my blog" />
to the page itself
I encounter the same problem. I did some research:
The error messages do show up in the source code of the page.
<meta name="description" content="Error message: You left this field blank:..." />
Second thing i noticed: When you use this form in a widget; the errormessages do show up. They show on a seperate page.
I am not a coding genius, so I am not sure how to fix it; but maybe someone can, with these tips/hints.