I think Messi was seen as someone with immense talent and destined for the first team, Cesc was not. There would've been no chance of Barcelona letting him go and by 2003 he had probably developed such an affinity for Barcelona for what they had done for him, he wouldn't have wanted to go anyway.
Having said that, I am sure Wenget will come out with an anecdote soon about he nearly signed Messi but unfortunately tripped over his own feet and knocked himself unconscious before it could be sealed.