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When creating a message from the Messages tab, Mixpanel automatically filters out users that do not qualify. For example, for push notifications, that means they don’t have a device token; for email campaigns, that means there is no $email property stored.
See other properties required for different message types that will disqualify a user from receiving a campaign and remove that user from the targeting list in the Messages tab.
On the other hand, when creating a message from the Explore tab, your query includes profiles that meet that filter even if they cannot receive your campaign (e.g., they don’t have a device token to receive push or don’t have an $email stored to receive email). That’s why creating a message from the Explore tab will always show more users than creating from the Messages tab, though ultimately you’re targeting the same number of people.