The forum offers an optional opt-in into a option to encrypt direct messages.
Why is the option not enabled by default?
The server is already encrypted and the Administration cannot see any DMs, however during a backup the system automatically stores all messages and those DMs are in one folder, not encrypted. This is much faster than storing the encrypted DMs in a protected storage, so the main argument is speed and the fact that users need to create a key pair, which some users see as annoying because they might not or rarely use the DM function at all.
How you use encrypted DMs?
In your preferences you see a big button to enable encrypted DMs, you need to generate you key pair but the forum system will instruct with some simple steps to generate you keys.
If you write with someone who has not setup any encrypted DMs then the system will automatically fallback to unencrypted DMs.