In the Profile message list, there is nothing to indicate who the other party involved in the PM is. Nor is there any filter option, as there is in vBulletin, so as soon as you accumulate more than a few PMs, it becomes very difficult to sort out which is which and find a particular message.
This seems to me to be the one place where showing an avatar would actually be really helpful - and it’s the one place where there are none.