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Technically, a task has a ‘performer’ while an event does not, so you could make the argument that a lane has meaning for Send/Receive task but not for message event. However, in a process initiated by request (message), it is nice to return final status from message end events. If you want lanes in the diagram to indicate the sender of a message, it is ok to adopt the convention that the lane has significance for message events as well.
BPMN messages pose some problems in aligning Level 1 descriptive non-executable modeling with Level 3 executable. At Level 1, message means any communication between the process and outside, including paper mail, phone call, etc. At Level 3, it really means application-to-application message like SOAP or JMS. I often try to split the difference, using a User task to send or receive but showing message flow.
Bruce Silver
Principal, Bruce Silver Associates/BPMessentials