Ah so it's in the note of the lightning transaction. That wouldn't work very well on me since the only notification I get when someone zaps me is in Amethyst, which doesn't display the lightning note.
Discussion
What wallet do you use? I see it using Amethyst when I look at my Wallet of Satoshi. Looks like this (received twice):

If I open my wallet I can see the notes but that's just it, I don't open my wallet.
I just send zaps directly from Amethyst and on the notifications pane, I see when I've been zapped, by whom, related to which note, and the amount, but no lightning transaction message.