Linking direct to post behaviour changed?
If a thread has over 25 posts then you do need the message page... unless the post you're linking to is on the first page.
To compound the issue the page a message is on can change due to the fact that pages are calculated from the last post in a thread going backward, not from #1 going forward.
If messages couldn't be deleted from a thread then we could figure out what page it is on (e.g. post 208 in a 500 message thread means it's 292 posts in, at 25 posts a page that's page 12). Alas posts can be removed so we can't. At this stage we rely on you, the user, to put in the page.
Ah, and to actually answer your question -- no, didn't change.