Atomistic neural network potentials have achieved great success in accelerating atomistic simulations in complicated systems in recent years. They are typically based on the atomic decomposition of total properties, truncating the interatomic correlations to a local environment within a given cutoff radius. A more recently developed message passing (MP) neural network framework can, in principle, incorporate nonlocal effects through iteratively correlating some atoms outside the cutoff sphere with atoms inside, a process referred to as MP. However, how the model accuracy depends on the cutoff radius and the MP process has rarely been discussed. In this work, we investigate this dependence using a recursively embedded atom neural network method that possesses both local and MP features, in two representative systems: liquid H2O and solid Al2O3. We focus on how these settings influence predictions for structural and vibrational properties, namely, radial distribution functions (RDFs) and vibrational density of states (VDOSs). We find that while MP lowers test errors of energy and forces in general, it may not improve the prediction for RDFs and/or VDOSs if direct interatomic correlations in the local environment are insufficiently described. A cutoff radius exceeding the first neighbor shell is necessary, beyond which involving MP quickly enhances the model accuracy until convergence. This is a potentially more efficient way to increase the model accuracy than directly increasing the cutoff radius, especially with more memory savings in the GPU implementation. Our findings also suggest that using the mean test error as the measure of the model accuracy alone is inadequate.