iMessage on Mac doesn't sync some messages after upgrading to Big Sur

The specific issue is that messages don't come in from those 5-digit accounts like UPS, my bank, my doctors, other things not in my Contacts. They come through on my iPhone, my MacBook Pro that I haven't finished migrating and is still running Catalina. Sometimes these include links that I prefer to view on my Mac because I need to complete long forms, etc.

Here are the steps I have taken

I have enabled Messages in iCloud.

I have checked the box for Notify me about messages from unknown contacts.

What did I miss?

It works. I'm wondering if this is a Big Sur change because I don't remember turning it on for my iPad Ai or my MacBook Pro.

Thank you!