Nothing specific to kbl and welly, but I would prefer if people do not make PMs public. They are "P" for a reason. That is, unless both people decide it's OK.
If anybody sends me a threatening message by E-mail or by a PM, it will be made public so fast the sender's head will spin.
Unless it's serious enough that I forward it to the police instead.
Otherwise, I do respect the privacy of PM's and personal E-mail messages - thus, when people have given me helpful suggestions by E-mail, I've asked their permission before giving them credit.
But privacy does not apply when people are making threats or otherwise misusing E-mail or messaging.