The issue you've described (no messages showing against build errors) is usually caused by an internal problem. I'd really like to learn more about this problem so that I can solve it properly. If you open up the Processing Queue Window and select the failed build in the list, is there any information showing in the text pane at the bottom of the window? If no information is available here, try going to your global NCrunch configuration and setting the log verbosity to 'Detailed', then resetting your engine. This should increase the amount of data shown in the processing queue output. If you can share the output with me, I can probably provide you with a workaround and also introduce a fix in an upcoming version.
The logic behind placing build errors in the Tests Window was to try and reduce the number of windows you would need to switch between in order to work with the engine. As such, you're absolutely right that the name 'Tests Window' probably isn't appropriate any more and perhaps this should be revised to something like 'Status Window'. The window itself is still an evolving concept and will likely see some huge change over the next couple of years.
Thanks!
Remco