Oh, they certainly don't appear days later. But sometimes they do between ~1-30 minutes. This is a well-known issue, you can find many topic about it. When you open the app, everything comes in all at onec.
It is sometimes annoying to me. I cycle a lot and sometimes my wife or somebody else sends a message when I'm on the go (like picking up some extra groceries) and then I miss it.
There is a longer discussion with various people here:
I see, I don't know. 1-30min could totally go under my radar :-). When it's urgent I ask people to call me.
So yeah, I can totally accept that this may be a thing.