
onEmbeddedMessagingConversationOpened event can be listened to detect or check whether page occurred for the Salesforce Messaging for Web.
Event Listener Code:
You can use the following code to listen to the onEmbeddedMessagingConversationOpened event for your reference.
/* START:: Conversation Opened Listener */
window.addEventListener( "onEmbeddedMessagingConversationOpened", ( event ) => {
console.log( "START:: Conversation Opened" );
console.log( "Page location is " + window.location.href );
console.log( "Event detail: ", JSON.stringify( event.detail ) );
console.log( "END:: Conversation Opened" );
} );
/* END:: Conversation Opened Listener */
You should add the above code along with the Embedded Service Deployment code snippet.

Salesforce Article:
https://developer.salesforce.com/docs/service/messaging-web/guide/event-listeners.html