The kicker with this sort of spell are these three elements:
1) Targeting
2) Wards & Threshold
3) Trust / Security
Anyone in the supernatural community is going to be aware of and take proactive measures to ensure that they are not easily targeted by long distance spells. That magical message could just as easily be a trojan horse hiding an Exploding Head Death Ritual. The sympathetically linked item is a far safer means for this very reason; you link to the item, not the being. Think of it as a magical firewall. So, unless this Fae is known to and VERY friendly with the PC wizard (and by friendly, I mean that he owes the wizard in a big way in some form or fashion) it will have to be through an item. So, now the problem is getting the item to the target. And even this posses a problem for a sufficiently paranoid Fae or wizard. Which, by the fact that they are not dead, implies that they are indeed sufficiently paranoid. After all, you could still target the item with a zone(s) effecting spell of some sort.
Wards would have to be pierced or bypassed if the target is behind them. Sympathetic link helps a ton here. Otherwise, you need to pump in enough shifts in the spell to break all the defenses that may be up. Against a Fae middling at his home; expect this to be a hefty number of shifts.
Then there is trust. How confident can either party be that they are indeed talking to the person they think they are? This goes back to the sufficiently paranoid argument.
Finally, you wizards own security. After all of the above, the wizard succeeds! Hazzah! Now, has the wizard also realized that this magical channel he has created is, indeed, a two way street? I really hope that this Fae is indeed very friendly towards him (and, again, by friendly with the Fae I mean useful to his own machinations). Otherwise, the wizard has opened himself up to all sorts of potential trouble. While this connection is open, he might as well have given the target his true name!
Remember when Harry figured that Cowl was scrying on him?
I would also like to reference another universe entirely and mention the Palantír from Tolkien's books.
So, as I see it, there is a good reason that you do not see much of this form of communication going on in the books. And why the Wardens have a phone tree instead of something more magical.