I used to work on Debian XFCE. Pidgin does not have a problem with offline messages. If someone wrote me offline, the next time you start Pidgin, I saw a flashing tray icon when new messages offline.
In Ubuntu 12.04, I found a different behavior. If Pidgin is running, no problems. When new mail arrives, the envelope is blue and appears OSD notification. But if Pidgin is not running, and someone wrote to me offline, when you start Pidgin, I do not see any notifications. If you open the contact list, you can see that some people nicknames are in bold. If you open a chat these people, we can see that this is the unread messages offline.
But if the person who wrote me, he is not online, then see what he wrote me hard. His nickname is bold in the list of "offline", which I had hidden by default.
When I add Pidgin to Whitelist, everything works as expected. But I'm interested in the integration into Unity.
Update: this problem manifests itself when the option "Hide new IM conversations = Always". When the option "Hide new IM conversations = Never" the notification working.