I was going to try to post this as a comment on your question, but I can't do it ...
I know that the Graph API returns JSON, and although I have never encountered getting the total number of messages returned, depending on what technology you use to process the response, you can size the JSON array containing the messages.
For example, if I used a java application, I could use the libraries available on json.org (or Google GSON or XStream with the JSON driver) to populate the object, and then just use the JSONArray.length () method to check the number of messages returned.
see: http://www.json.org/javadoc/org/json/JSONArray.html
This may seem like a slightly simplified solution, but it may be the type of work around you if you cannot find a way to return this data to Facebook.
Can you indicate what technology your application is based on?
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