Not possible. A unfocused window is considered inactive and because there is no (easy) way to determine whether a window is covered by another window or not there is also no (easy) way to implement such a feature. A window that is set to be sticky (on top) could still be covered by another window with the same "on top" status.
So, if it's unfocused it's also inactive and you get the tray notification.
I see. But this option for opened windows (regardless whether they are covered by "even more on top" windows or not (i.e. simply assuming the message windows are on top)) would be great. I think srmm handled it that way.