Message feature is used to Message 1st connections only, it means you are already connected with. (Can be used in SN or in Basic LinkedIn)
While InMail is where you can send InMail message with the 1st, 2nd or 3rd degree but for open profiles only that Alfred can only detect which profiles are open since LinkedIn hides it. InMail contains Subject in composing a message which has a formality way that you can reach to people you target with. (Can be used if you have Sales Navigator).