Yeah, you're right. *thumps head* Sometimes you just get caught in stupid thought traps.
Oh, I just remembered the real reason... :-) I don't want people who use the protocol to be able to make assumptions about chunk lengths being preserved. If the chunk lengths are forced to be preserved by the nature of the protocol, then it would be very tempting to use that fact.
I think I will be using your solution with short MACs. I'll just use a 16 bit MAC as a health check along the way, and a full MAC at the end. The MACs will not include message lengths, but truncation will be prevented because an intermediary will not be able to extend a short MAC into a full MAC to use at the end.
I don't know whether or not the intermediate health checks are useful. But I feel better putting them in, and they shouldn't be that big an efficiency burden given that the message header will typically be more than a hundred bytes anyway.