Maybe discord can get away with it. But on a regular website, if I harrass you with pm, there has to be means of the site removing the messages and banning the account. The harrassed account being able to "block" the offender is just not enough.
Completely understandable from an ethical standpoint, but are they also obliged legally?
Anyway, that problem already exists within the moderation of comment sections and community forum, so essentialy it would just boil down to the question of scale, and with allow lists that should almost be a non-issue (not saying it won't happen, but significantly less frequent),