This is approx. a minimal workflow xaml file that works:
<Activity xmlns="http://schemas.microsoft.com/netfx/2009/xaml/activities"
xmlns:mtbwa="clr-namespace:Microsoft.TeamFoundation.Build.Workflow.Activities;assembly=Microsoft.TeamFoundation.Build.Workflow">
<Sequence>
<mtbwa:WriteBuildMessage Importance="[Microsoft.TeamFoundation.Build.Client.BuildMessageImportance.High]"
Message="Test WriteBuildMessage Importance High"/>
</Sequence>
</Activity>
Default tfsbuild verbosity for logging in view log is normal but this will not display BuildMessageImportance.Normal, only High.
Another gotcha is that you have to click the button Refresh for the build process template in it's build definition under item Process.
This is a minimal workflow example that works including the BuildVerbosity property.
<Activity xmlns="http://schemas.microsoft.com/netfx/2009/xaml/activities"
xmlns:mtbw="clr-namespace:Microsoft.TeamFoundation.Build.Workflow;assembly=Microsoft.TeamFoundation.Build.Workflow"
xmlns:mtbwa="clr-namespace:Microsoft.TeamFoundation.Build.Workflow.Activities;assembly=Microsoft.TeamFoundation.Build.Workflow"
xmlns:this="clr-namespace:TfsBuild"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
x:Class="TfsBuild.Process"
this:Process.Verbosity="[Microsoft.TeamFoundation.Build.Workflow.BuildVerbosity.Diagnostic]">
<x:Members>
<x:Property Name="Verbosity"
Type="InArgument(mtbw:BuildVerbosity)" />
</x:Members>
<Sequence>
<mtbwa:WriteBuildMessage Importance="[Microsoft.TeamFoundation.Build.Client.BuildMessageImportance.Low]"
Message="Test WriteBuildMessage Importance Low"/>
</Sequence>
</Activity>