[Exim] :fail: doesn't send text

I have some alias entries like the following:

user:    :fail: This user is no more

When an email comes in for that alias, the log entry has the text "This
user is no more", but that text never makes it anywhere else. The
resulting bounce message simply says:

550 5.1.1 <user@???>... User unknown

Is it my :fail: syntax? Do I need to set something in my configuration?

Thanks.

--
Mark Edwards
San Francisco, CA