I would guess that the query plan shows that the three tables are joined together before the FullTextMatch is evaluated. If you execute the queries separately you force the plan to evaluate the FullTextMatch against Messages before the join. That might be good or bad for you depending on how much data is in the tables and how "selective" the where clause is against MailboxId.
If you see that you have a lot better performance with the queries separated you can use two table variable to store the intermediary result and query the variables for the joined output.
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