It's actually a 'feature' that i ran into the other day. you can actually PM yourself, if you want.

I was going to PM Rick and thought that i did, but what really happened is i created my own PT with ME only..

I had forgotten to select Rick as a recipient. I was first thinking bug!!!

but i'd call this a feature, since the PM isn't really lost in space.. mayge the welcome PM could say 'Do not reply' or the like.. but it's a legit message.