When receiving notifications about something (I'm mostly thinking of PMs), would it be possible for the email to contain the message as well?

I agree. It's no use having a link to the PM that tells me what I got banned for since you can't read them, and usually it doesn't say on the banned screen.

That would be nice, but the forums don't have that type of functionality built in. It might be better for someone to just email you whatever message they wanted to say if you've been banned, think of it as an extra punishment.