This has been suggested before, and it has been shot down. One of the reasons is nobody would ever check their userpage anymore if they only sent PMs, and you would have to wait even longer for them to check their userpage if you don't send them one. It would pretty much defeat the entire purpose of the comment page.
If you wish to speak with someone privately, talk to them on AIM or something along those lines.
This has been suggested before, and it has been shot down.
Yep. Because so many threads have been made concerning this matter, and it is listed in the common suggestions thread as a 'lease stop suggesting' feature, I will be locking this up.