Speaking for myself, I'd strongly advise not putting that much thought into it.
Exactly this. What we have here is a bunch of posts trying to analyze why a player used a specific method to convey a specific message...but none of it really matters. If it wasn't a correction, you're under no obligation to regard it. End of story.
If it's actually offensive, forward it to an admin. Otherwise, we're not looking to lay out for people what they can and can't write in a personal message.
Take their feedback how you want. If you choose not to take that feedback, we won't stop you. Just like we won't stop them.