TwiML Message verb on incoming phone call

Does the Message verb not work for an incoming phone call? I have valid TwiML setup using the given template in the help text to the right of the screen. No matter what the message is never sent but when I add a Say verb it works just fine.

<?xml version="1.0" encoding="UTF-8"?>
<Response>
    <Message to="+15026090694">
        Call from {{From}}
    </Message>
</Response>