So this implies that you can build even a fairly sized application using only one Msg type. In practice, this is rarely the case, only if you are building some demo/toy/one screen app.
That is why the referred statement in Html docs may be misleading in pursuing too much simplicity.
Generally if you do need to have something like that, the better solution is to take a Msg -> msg function that wraps the inner message type and return Html msg. The main advantage of this over Html.map is it doesn’t lock you into “one layer” of the message type. You can then potentially take another argument that results in a msg for something else, and the caller can provide whatever they want.
E.g: say you have some kind of reusable form. You might want internal messages to update the state of the form (some kind of FormMsg -> msg), but then take some kind of FormData -> msg for the user submitting the form, as it will be context dependent what that does, and it doesn’t really make sense for it to be internal to the form.