I've noticed Siri won't read your messages from the lock screen unless you have the preview turned on (I bet the guy who said the phone has to be unlocked has message preview disabled).
I was kind of annoyed at first but then it makes sense because if you have message preview off for a reason (don't want people reading your texts), then anybody being able to listen to them via Siri circumvents that "security" feature.
However, on the flip side, if you do have preview turned on, you can't help but read the message before/while activating Siri, so it's really very limited in usefulness unless you're literally actively driving or make a point to close your eyes when you hear a message come in to activate Siri.