I just called the Qualtrics support. Maybe the skip logic is overriding the customized message. I solved the problem by going to the survey builder page, and removing the "skip to" for the question. Then it works as expected.
Already have an account? Login
Enter your E-mail address. We'll send you an e-mail with instructions to reset your password.
Sorry, we're still checking this file's contents to make sure it's safe to download. Please try again in a few minutes.
Sorry, our virus scanner detected that this file isn't safe to download.