Thanks Kiran , appreciated!
I was checking with check_selection_screen assuming I have both select option as well parameter field (being a dynamic screen I am developing). I observed there is a method called check_all_parameter_fields, so to avoid calling both selection as well parameter field explicitly I thought better to go by check_selection_screen 
and resulting no value in my message parameter.
I should have tried with the option check_all_selection_fields !
Anyways , thanks for sharing your thoughts along with the Nice blog.
- Thanks , Somnath