Messi drops backs because he has a good passing range and a large vision/intelligence of the game. He can also make the effect of surprise with a special dribbling in tight spaces (when the opponent expects it the least).
If you put Messi in the box, he can be outsmarted physically and find less options to play the ball.
When he plays, the wingers should help him by making fast and smart runs; that's how it works. But with the Koeman's conservative style, our wingers can't make that surprising runs (and they are not so fast either).
I have a new idea: why not testing a 3/5/2 tactic instead of 4/2/3/1 and see how it works : with Dembele and Alba as fast wingbacks: that may solve our problems of transitions. The actual Juventus is playing that way, under Pirlo.