Got it. 
I just thought if it was an easy implementation it would be nice to have, but since it’s not feel free to close the topic.
If I click on the “one person sent a PM to this user” link I only see a “you don’t have access to this” page. I assume that is normal for mods and only admins can see PMs they are not part of? But no it’s not a big problem. If I really want to know I could just ask them to invite me to the PM.