I've noticed that on Chaturbate it only shows when users who are purple enter the room thru the chatbox, not blue or light blue, so unless I'm actively paying attention to the chatroom itself instead of trying to catch important messages in the chatbox, I miss out on them entering my room, which I try to say hello to every token user.
It catches all the messages though, even those from greys, just not the users coming in. It also doesn't tell me when they leave, so I never know if my user left or not unless I keep up with chat as well.