Sometimes in forums (generally in suggestions) someone will say something and you want to reply but it is irrelevant to the thread. (My point on this being Blazeshot backed up my reply to "Deleted-Knight"'s post and it'd be cool if I could say "Thanks"). PM'ing doesn't seem that complicated of a thing to introduce and it doesn't really have any downsides. The only real problem is possible spam and this could be overcome by friend requests and blocking and so forth.