rdubmu has it right I think. My fiance just got a new windows phone, and she was consistently having delays or problems receiving messages in rooms. What I finally did was have her log onto live.com and change her availability from "invisible" to "available." We just made this change about half an hour ago, and it seems to be working perfectly now.
If you're not sure where to make this change, when you log into live.com (or outlook.com, it all brings you to the same place now) select your name at the top right, and then select "available," as I'm assuming that if you are having this issue then it is probably set to "invisible."
Hopefully this helps anyone else having this problem like we were!