I thought MEE6 was native to the server: it couldn't message just anyone. It seems like that was a welcome message from one of the servers you joined.
That's what I thought too, but when looking for the servers in common we joined me and the bot (feature displayed in his profile) there isn't any.Plus I didn't join any server recently,this is very weird indeed but somehow they managed to message people without making them join their server..
The scammer is just pretending to be MEE6 bot, but in reality is just a regular user with the same name and avatar as MEE6. You can check this easily by going to the server you both share and look for MEE6 usernames. You will probably find a real MEE6 bot there, but also a scammer with the same name who DM-ed you.
And if you don't see any shared servers with the scammer, it probably just means the scammer had already been kicked out of the server.