Threads is still heavily integrated with Instagram, which is not ideal for users with private profiles. Instagram DMs are also not a good option for contacting someone if the person is not very active on that particular social network.
This move contrasts with its rivals, X and Bluesky. X/Twitter has had a direct messaging system for years. Under Elon Musk, the company has also shipped features like the ability to edit messages. Earlier this year, Bluesky shipped its direct messaging product and also plans to add end-to-end encryption support in the future. While Mastdon doesn’t have a dedicated inbox, you can publish a post that might be visible only to the people mentioned.