As I mentioned above, these remedies are insufficient:
The first option you pointed out uses a sledgehammer that says “no one can message me ever, not even my friends”, and the second option is reactive, and the allowlist has no means to be added other than asking someone in a public message to allow them to message you, and even that is difficult because the message you get is “soandso is not accepting messages”, not “soandso has to allow you to send them messages” (and to be clear, the latter is probably unwise anyway, because it allows a user to “test” if they are allowed or not.)
It’s very important to view these controls from the perspective of a vulnerable community member who wishes to proactively control access to their personal, one-on-one communications while maintaining some sort of avenue for new members to reach out. We don’t try to console victims of abuse by telling them to not leave their homes or go online, and that’s what the “don’t allow PMs from anyone ever” option essentially does.