thats because Logon Studio (for some reason) doesnt actually allow you to see it.
all of my logons show what you want to appear; youll need to check out the UIFILE.txt. ive left comments where those bits are and what you need to change to make them show.
from memory, logonstudio makes the width of the Welcome message, and the "Windows is shutting down,etc" text to be 0, so it doesnt show up.