The problem has actually happened quite a long time ago: on April 29. I ran "yum update" and updates to /var/log/messages stopped, but in exchange I get userland polluting dmesg. Looks like systemd is taking over the system logging. Which is probably fine, just does not work. Does anyone know off-hand if Lennart posted a note on the subject?
systemd-20-1.fc15.x86_64 <---- this one started the problem
systemd-28-4.fc16.x86_64 <---- current one
UPDATE: Looks like a trivial problem, something forgot to run "systemctl enable rsyslog.service".