Although there is an option on Nintex Forms Buttons to allow you to setup confirmation messages, this setting should only be used if Causes validation is set to No.
So essentially confirmation messages should not be added to buttons that Save the form, since validation usually needs to occur before the form is saved.
The problem is that the confirmation message displays before validation occurs and before the form is saved. So if there is a validation problem (e.g. a blank required field), the confirmation message will display, then the missing field validation message will display. This is confusing for the end user as they think the form submitted because they got the confirmation message.
Do not put confirmation messages on buttons that Cause validation (usually Save or Submit buttons).