On the other side Facebook will move all past and future mails to the Messages folder so you can easier check incomming mail or even get notifications.
The change was made without an official statement from Facebook and most users are not aware of it yet. Another change that upset Facebook users was the introducing of the Timeline back in April. Switching back from the timeline to the old display style can be easily undone from Facebook settings but the recent email change can not.
Some speculate that Facebook is preparing for a setup that will allow it to generate more money. Of-course this is related to the dropping stock exchange value for Facebook stock.