Yeah, I got it. Big John already explained it.
Yes, I understand it is a function of the IP Board software and their "Personal Conversation" approach to PMs. It's different and so far, I find it not useful for one to one communication. I recognize it could be more useful when multiple parties are involved. I guess I will just need to get used to it. In the mean time, I find it silly that someone sent me a PM and before I got a chance to respond, they deleted it. It still shows up, but I can not respond directly. It's just not what I am used to.