For some time, maybe a few years now, after Scott upgraded to the new forum software, the "Private Message" section was changed. Since then, it makes no claim this section is "private" The new forum feature label was changed to "Conversations" There is no claim that this is private.
The rules for "Conversations" seem only that it is a feature where you can have a discussion that is open only to those you invite but not that it implies it is "private" to any outsider. I would agree it is a thin grey line of implied difference but if you want private, use email but even then that is not guaranteed.