Greetings!
Despite the message appearing in-game, it was sent before the emblems were granted. Bungie addressed this in a reply to another forum post stating that the emblems will be granted soon. That post can be found here: https://www.bungie.net/en/Forums/Post/260474340?sort=0&page=0&path=1
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Appreciated!!!!! BF just sent that to me when you posted too!!! <3