Well, I wouldn't say Samsung removed it exactly. I'm pretty sure something changed in this area with Oreo, and Samsung will need to re-work that function to fix it. I'm guessing (hoping?) They will. Seems to be an issue for a lot of people.
Actually, Samsung did remove it. I went here to voice my concerns, like everyone here should do, so Samsung will get the message and bring back the feature:
https://t.co/BoCvDkfBlv
And said all of this:
Why in the world would you remove such a fantastic and worldwide used feature like individual notifications in the messaging app with Oreo update? IT MAKES NO SENSE AT ALL!!! You are going to lose a LOT of customers over this ridiculous decision! Quit trying to give us LESS choices when the whole reason we have Android is for MORE choices!!!
I received an email response from them this morning:
"We understand the disappointment you have expressed about the missing of option to set individual notification tones for messages. I'll help you with the required information.
As of now, the option to set individual notification sound for a message app is unavailable on the phone. We are not sure if/when this option will be added to the phone due to the fact that this might set incorrect expectation to you.
Samsung is constantly improving and updating our operating systems, and with every improvement there is always a chance an older feature may be changed or removed. We value your input about your favorite features on our devices. We will take this as a valuable feedback.
Hopefully you might be getting the feature that you are expecting in the updates which will be released in the future. "
So, if enough of us complain at the above link, they WILL get the message but it all depends on everyone doing their part to make it happen. Do nothing and Samsung thinks you like it without individual notifications for messages.