~99.9999% of the time they are wholly private between you and whomever. however, there exists a sole exception when the quoted content of a PM had to be verified as coming from the accused author
It's not good that the option exists. Particularly when Mike was saying before the messages were encrypted and even he did not have access to them.
I know what has happened with a lot of the members who have disappeared from DDO from 10 years ago. A lot are now very active in politics, and have quietly just faded away from the debate scene, and now we are trusting a Russian to not collect blackmail data on future politicians.