My members always want to know everything that goes on in my forum, also they want to know if their friends are talking behind their backs, so its important to know who is messaging who, so they can confront their friend and yell at them
Joking aside, these are private conversations. And that's how they should be treated.
If you are really convinced of it, deactivate that and tell your users to write everything publicly in the community.
Then you will quickly notice that most people think differently than you do.