Messages framework not including tags

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I've read the docs: https://docs.djangoproject.com/en/1.3/ref/contrib/messages/

I have the MessageMiddleware in place.

I have the SessionMiddleware in place (before MessageMiddleware)

django.contrib.messages.context_processors.messages in in the context processors

django.contrib.messages in in installed apps.

Template has the standard messages code:

{% if messages %}
<ul class="messages">
    {% for message in messages %}
    <li{% if message.tags %} class="{{ message.tags }}"{% endif %}>{{ message }}</li>
    {% endfor %}
</ul>
{% endif %}

I'm getting the message(s), but there is no tag associated. What am I missing?