You need to set your inbox relays, the nip17 messages are the incognito icon on the messages. If that is on it means the messages are private (as long as both parties don't have compromised keys of course). Amethyst does a backwards compatibility thing where it combines nip04 and nip17 messages with the same participants, which makes it a little confusing for someone wanting to start out, but I think its a good compromise since a lot of people simply don't care.