I don't think it's a bug, just a missing feature.
From the judge's perspective, the way he communicates with a prisoner is not through the Message screen (delivering a written letter), but by "going to the dungeons" (IIRC) and "visiting" the prisoner and actually speaking to him.
Prisoners don't receive messages (taken to mean letters) at all from anybody, unless they've successfully bribed a guard or two. Also ordinarily, prisoners can't send messages at all to anybody but can have a letter sent to the imprisoning realm's ruler or judge.
This is a problem because if a judge receives a message from a prisoner, and replies by clicking "reply" which takes him to the standard message screen (which sends a standard letter), the judge-to-prisoner message is only delivered after the prisoner successfully bribes the guards or is released/escaped. The judge should not require that his prisoner bribe his own guards for them to deliver a message to him.
It'd be nice if judge-prisoner communication was handled by the judge having a message group including all the prisoners currently in the dungeons and all prisoners being able to receive any message from that judge (but not each other!). That would avoid the necessity of having to personally visit the dungeons just to communicate with a prisoner (sometimes there are a LOT of prisoners, and hey not every prisoner warrants a personal visitation from the realm judge).
