I have a lot of friends with whom I PM. In those PMs, we discuss all kinds of things we couldn't in open forum. I suspect that, for the most part, no one cares. It's all voluntary, we never take the business into open forum, and the conversations let off steam for all of us. (It's always so much more satisfactory to complain about things to someone who knows what you're talking about. Complaining to my real life friends requires so much setup.) If there's starred swearing, talk about politics or religion, ad homs about other members--well, in that case, if it bothers one of us, the other can just say, "Hey, that bothers me. Could you knock it off?"
So far, so good, right? Here's where the mods might get involved. If I told one of those people that I didn't want to, oh, hear all about their political beliefs, and that person didn't stop, I would forward the message to the mods. Now, that's not enough reason for me to shut off PMs completely; I still want to get the PMs from my other friends. I don't know if it's an option--I think it is--but I wouldn't want to limit PMs to just those on my friends list, either. Too many people PM me asking for grammatical advice or whatever; I don't want to shut myself off as a resource or require them to open a thread about one quick question. And, obviously, that person has not taken my request onboard and is still doing the thing that bothers me.
People have received spam by PM. That, rightly, got reported to the mods.
And if, like Tucson Tim, I received an abusive PM, I would report it to the mods. You do not have an absolute right to say whatever you want to whomever you want via PM. I have continued locked conversations into PM once or twice, and if the person didn't want to hear about it from me and I persisted, I would expect that person to report me to the mods. Common courtesy in a case like that would be to talk to me first, but if you start out in attack mode, I'm not sure common courtesy applies or should apply.
Oh, and "pfft" is onomatopoeia for a sound of annoyance, disgust, or disbelief.
"Now everyone was giving her that kind of look UFOlogists get when they suddenly say, 'Hey, if you shade your eyes you can see it is just a flock of geese after all.'"
"You can't erase icing."
"I can't believe it doesn't work! I found it on the internet, man!"