/usr/share/proftpd/templates/msg.conf is in proftpd-mod-msg 0.4.1-1.1build4.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/share/proftpd/templates/../../doc/proftpd-mod-msg/msg.conf
/usr/share/proftpd/templates/../../doc/proftpd-mod-msg/msg.conf