This foreach() loop had the potential problem of a typical race
throwing a 'System.InvalidOperationException: Collection was modified;
enumeration operation may not execute.'

The normal thing to do in these cases is just to make a copy of the
collection (via the .ToArray() method, for instance), at the
beginning of the loop. However, this approach alone:

a) would have presented a new race between the check for null
and the call to the ToArray method.
b) wouldn't have worked at compile time because IEnumerable<X>
doesn't have this method (List<X> does).

The proper way to fix (a) involves also avoiding to have
a null value. How? Initializing the field always at
construction time of the SourceMessage class.

This has the good side-effect of being able to remove all
null-checks around this field and its wrapper property.

WRT (b) we could have created a new list at the beginning
of the foreach loop, but it's more practical to just do the
...