You can pass the message that you want anytime you want, in case you are doing on a form or a new screen or if you click on save you can check if the user has the role using the check role action from the role that you are testing.
Also, for that handler to work you will need to raise an exception in some cases:

Have a look at this link to check roles.
https://www.outsystems.com/forums/discussion/70599/roles-and-access-screen-permission/
You can use this to check the role of the user. If is not registered you raise the exception :)
Also, that assignment will not fire any feedback message is just an output, if you want to fire a feedback, use the feedback message.
Reagrds,
Márcio