This has been asked for in the past, so I went ahead and created a new theme component that adds it: PM Dropdown Button
There’s an existing topic that contains a little reasoning about why we don’t have a button in the dropdown by default:
Another quick way to create a message is to click the “new topic” button and selecting “new message.” This isn’t particularly obvious, so I hope to add some kind of new user education that points this out in the future!
