User who are using the Cengage external tool are experiencing an issue when in the gradebook using the Message Students Who...Have not Submitted option. Students who actually have submitted the assignment are get notified as well.
Unfortunately, this issue lies with the external tool and must be fixed by the vendor.
The Cengage LTI does not currently send the files that were submitted back to Canvas and that is causing the odd behavior you're seeing. If you view the student's submission through SpeedGrader it will give a "This student does not have a submission for this assignment" notice. Since Canvas uses the files to determine if a student has submitted the assignment, all students will be listed in the "Message Students Who" until Cengage adds this functionality to the tool.
There is no workaround at this time. If you would like to look further into this, please contact the vendor directly - Cengage Support.