Disappearing message baloon poins to the previous message
Take a look at the first image between the first and second blue messages. The balloon explaining the disappearing message is hard to tell to which of the two relates. Moreover the right top corner of the balloon points to the top and visually message misleading the user (second image shows the message and corresponding balloon selected together).
Balloon preceding the message breaks the visual and logical relation of the elements on screen. As the elements are added from the bottom the logical way to read and comprehend follows suit.