Have only used it so far with regards to a future booking. E.g. There's a lady who, based on reviews, seems only operate in the north and I asked if she ever considered working in Dublin (and she very nicely replied to say she was thinking of coming down in the next cpl weeks). That would be the general type of PM I'd send, usually to travelling escorts.
I think it works well for both parties, the lady can get an idea if it's worth visiting a location and I know if it's a future appointment to keep an eye on.
I've sent a cpl which havnt been replied to, but no worries.
As for using PM for chatting, I'm sure in a very competitive environment (we are SO spoiled!!), a simple polite reply, may make the difference when making a booking. Havnt tried it myself....but if any ladies want to test that theory....send me a PM!!
He who laughs last, doesn't get the joke.