TheMessage.ca seems to be taken so I was surprised to see The-message.ca in use by another user.
I cannot say for sure if the website owner tried to purchase themessage.ca before launching the-message.ca but I can tell you I would have picked a hundred different first words before I settled on a dash. >CA still has so many two word combinations available so it surprises me every time I see a website owner settle for an inferior domain.