I don't know about problems with clustered sites, but putting the message in the url has a few drawbacks. For example that the message will be displayed again when doing a reload of the page, or when mailing/bookmarking the url.
Samer, this is a 'don't break existing code' issue. Adding a new proc that redirects and aborts is fine, but changing the default behaviour of ad_returnredirect now would break existing code that relys on that behaviour. I think the -abort switch is a nice compromise - this way we don't even have to remember a new proc name.