It seems self evident, implied by the terminology used to described the missive, and directly by the nomenclature itself, i.e. "Private Message."  Perhaps such a simple phrase isn't pedantic enough to avoid being misunderstood by nullius?

@nullius, see what I did there?  That's right, I'm making fun of you for being a verbose, arrogant twat who lacks the "English-language literacy" to understand why it's fucking called a private message.