The MsgPlus.exe never did anythign but check for new Messenger processes and load the dll in it (so to speak). It did not contact the server to send statistic information.
Some people didn't like the idea of having an exe running at all time and I can't really say I blame them. The new system is a lot more reliable and uses less memory in addition to stop giving the impression that Plus! is doing something it's not supposed to do