I’m taking a look at this since I added the personal_messages_enabled_groups setting. This behaviour is unexpected:
It looks like what is happening is that changing the enable_personal_messages and min_trust_to_send_messages settings in the UI also change the personal_message_enabled_groups setting. If I uncheck enable_personal_messages and save it, it clears out personal_message_enabled_groups, which reproduces the behaviour shown above. Or if I set the min_trust_level_to_send_messages to TL1, it sets personal_message_enabled_groups to admins.
I will open a PR today to hide the old settings in the UI, and also fix up this part of SiteSettingsController that unconditionally sets the new setting’s value to what we are changing the old setting to, even if override is not set to true:
Will hide the old settings first to stop the bleeding. Make sure you set personal_message_enabled_groups to what you want and leave the other settings as is, and let me know if that’s still not fixing the issue.