There are 2 things important to mention:

How and where we can see Output Message

You can see Output Messages only if at least one parameter in GPM is defined as Xpath.

If none parameter is defined by using Xpath, you will not see the Output Message, but services always get such messages, they could not work without them. I do not know why it is implemented so, it is always good and useful to see the Output Message regardless the way parameters are defined, by using Xpath or constants.

For testing purposes I like to see all data and messages in every step in order to debug or optimize BP for production.  

Inconsistency in naming for Output Message

Although it is an Output Message, all the services has 'InputMessage' suffix added in the end of the message name.

It is ' FileSystemInputMessage ' for File System Adapter and 'SMTP_SEND_ADAPTERInputMessage' for SMTP Send Adapter. It can be changed in GPM in Service Editor / Message To Service /  Message Name. We can say that it can be input message for a service, but regarding consistency, we could follow the rule or definition that says that Output Message goes from a BP to a service. I think it is problem in design, because Input Message is saved under element 'inmsg' and Output Message should have significant name and it should be 'OutputMessage' instead of 'InputMessage' suffix.

Everything is relative and we can say what will be input or output depends on the point of view, but I would say when we talk about Inbound or Outbound EDI, no one will ask yourself for point of view, but will know exact direction in both cases, it should be the same in this case with Messages.