If you access a record by clicking a link in a record list, update it, and data policy prevents the update, data policy will write the messages to the message area at the top of the form.

If you access the same record via global search and attempt the same update, the data policy messages are presented at the top of a blank form, which then flashes and is replaced with the form view of the record, with no messages.

There is no workaround for this Known Error at this time.