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