It also leads to confusion. The initial welcome PM is a non-reply PM, but I looked at the DB recently to see how many new users reply to it anyways, you'd be surprised how many did.
I'm not surprised, I did the same check here. As I said before, the fact that you can PM with yourself without even a warning whatsoever is not one of the nicest features
I would prefer that it checks if there are no other recepients then yourself, and asks what to do. I would go for adding the private topic again to all previes active recepients.