I've certainly never heard of this and, if I'm honest, I don't think it's possible. The data types are very separate and unrelated (in both systems). Perhaps users sent profile posts (in the past) and didn't realize that's what they did?
I have profile posts turned off completely, but if we went to the MEMBERS tab, then NEW PROFILE POSTS, it was a grab by of actual profile posts and a mix of private messages
I could see a message, go to that users profile and that message wasn't shown there. I had another mod confirm on his messages that some of them showing up were indeed private messages
Honestly, I still don't see how this is possible. If you can submit a ticket with access details, I can have a look. I'd need access to an account that can see the profile posts and something like phpMyAdmin to see the database, along with some examples of what shouldn't be there.