With PM I have to tell users to create a PM and tag the staff members specifically, they will PM only one two moderators.
New users may not know how to create PMs. If they do somehow land on the My Messages page, it is overwhelming and insanely cluttered. Almost like building PM feature was an after thought on discourse.
PMs tend to get lost in the inbox, weeding out support issues will be cumbersome and add unnecessary friction.
To give a great user support experience, I would want any user (new or old) to experience the support in the same way as it is expected at every other place through support tickets.