First, it seems to me that if someone wants to send a "personal message," to another and keep such private, they would respond when asked if it was okay not to. Be that as it may...
It seems that you are confused. Hopefully this will clear up the confusion.
The characters "PM" stand for words. The words are "Private Message" or "Personal Message" and the words mean "a message that is intended to be private or personal as opposed to public."
I think that is a simple enough concept for an adult to grasp. I'm pretty sure you can see the point of a Private Message versus a post on a PUBLIC forum. Obviously, for whatever reason, the author wished the message to be private.
I know of accounts that have been deactivated due to posting the contents of Private Messages on this forum.
You seem to imagine a forum in which everyone who posts just sits around hoping they get a PM from you asking for permission to do things. That is not the case. James Thomas need not reply to your request for there to be a reasonable expectation that his Private Messages to you would remain private unless he gave permission for them to be made PUBLIC.
Perhaps your difficulty comes from the fact that you have nothing to hide. I am not insinuating that James Thomas has things to hide, I am merely grasping for some rationale that could help explain why you can't grasp that Private Messages are considered private unless both parties wish them made PUBLIC.
If you have nothing to hide perhaps you feel there is no such thing as an expectation of privacy. If that is the case, just say so and I will try to take that into consideration in all future dealings with you. Perhaps, in return, you could strive to comprehend that the world in which you live includes many, many people who feel very much otherwise.