There are no plans to add a new message button there but in the meantime, did you know that you could double-click any of the user menu items to reach that page directly?
I think that makes it 3 quick clicks to get to the page that has a New Message button on it. Considering that user cards also have a Message button on them, do we really need another button?
If you need to send new messages very frequently, you could also use a URL to start a new PM instead. Have a look at Compose a new pre-filled personal message via URL for more details.