The new feature seems to only apply to events that you create.
Once you have created the event, you can see a new option in the upper right hand side:
Now, previously when you would select this option (and it was a lot harder to find), the messages would go into the netherverse, hidden away in everyone's secret stash of “Fan Page Updates”. When I finally stumbled across my own updates section, there were over 800 unread updates from my favorite fan pages.
The problem wasn't that they were sending out tons of updates, it was just that I never noticed it until I went digging through the different message sub-folders.
Now when you send an update to your fans, the message goes right into their facebook message inbox:
You should know that the message does show up as coming from you, and your fans do not get a personal email, as far as we can tell.
I've been trying to find some updates about this but can't seem to see anyone talking about this but I am sure that this is a new feature as I just recently started receiving these messages in my Facebook message inbox.
Now, does this mean you should begin updating your fans with all of your events? This depends entirely on how many events you have. Keep in mind that people are just now getting messages from their fan pages with no warning at all that this would be a side effect of becoming a fan of your page. If you have 1-2 a week, that may be acceptable. One a day would definitely be excessive, which is why I'll have to say goodbye to some of my favorite pages.
Be sure to pay attention to your Like numbers and if they start to dip, then that would be a huge indicator that your fans aren't really into your messages.