Thanks for your responses and tests. To confirm: Yes, the description of this feature comes directly from the an email Evernote sends. After further experimenting, it does seem to work sometimes and not others. My best guess is that there is a time delay. If I send the email then go immediately to the Evernote desktop app and sync, it makes a brand new note. But if I send the email and wait a few minutes (sometimes even longer) before syncing at the desktop app, everything works as advertised.
I'm hoping to revive this thread. Here is Evernote's description of the process: To add some text to an existing note, put a "+" at the end of your subject line and we'll place the body of the email into the most recent note with that title. I have an existing note named "ThinkingOutLoud". I email to Evernote with Subject: "ThinkingOutLoud +" but it consistently creates a new note (called "ThinkingOutLoud") rather than appending to the existing note. Any ideas? Thanks for your help.