Steps to reproduce:
1. Open the attached user's project "1593820 StateMachineBehaviour Messages.zip"
2. Open SampleScene
3. Notice the three Cubes with different Animator Controllers setups
4. Notice that some of the Animators States have a StateMachineBehavior on Layer 1
5. Press Play
6. Observe the Console
Expected result: Some of the Messages should state that they are fired from Layer 1
Actual result: Only Messages fired from the Base Layer are triggered
Reproducible on: 2022.1.0a13, 2022.3.4f1, 2023.1.2f1, 2023.2.0a21
Not reproducible on: 2021.3.28f1, 2022.1.0a12
Environment Tested on: Windows 10