There is a good chance that we will have to ban all Direct Messages in the very near future. The Online Safety Act says that you need to ensure nothing nefarious goes on in Direct Messages too, and the only way to do that is to make them all viewable to moderators, which is not currently possible with the Xenforo software. Also, it would mean going through thousands of previous Direct Messages between members, and also an invasion of everyones privacy.
It looks like the only solution will be to turn that feature off for everybody, unfortunately.