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I agree that the if-else performs better than the switch inside the for loop.
The recommendation you suggested:
if (TypeMsgToSend_ui16 & MESSAGE_TEST_MESSAGE) {
    TypeMsgToSend_ui16 &= ~(MESSAGE_TEST_MESSAGE);
    Encode_Command(RUT_COMMAND_TO_EXECUTE_SMS_SEND, PHONENUMBER, TEST_MESSAGE_TEXT);
}

if (TypeMsgToSend_ui16 & MESSAGE_RESET_CONFIRMATION) {
    TypeMsgToSend_ui16 &= ~(MESSAGE_RESET_CONFIRMATION);
    Encode_Command(RUT_COMMAND_TO_EXECUTE_SMS_SEND, PHONENUMBER, RESET_CONFIRMATION_TEXT);
}

// Continue for other bits...
can't be used because the Encode_Command function could be executed multiple times depending on TypeMsgToSend_ui16. This shouldn't happen, as Encode_Command should only be called once each time this section of code is executed, which is why the if-else approach is needed.