Romance scams? Pick out the lonelist, most pathetic poster, then PM them. "Hi, I'm double-d Svetlana, blah blah blah" ...
Or use the PM facility for nefarious purposes, unrelated to the forum, like planning an assasination? Like the London rioters ten or fifteen years ago used BBM to avoid detection.
Or as @Broithe says, the plan is to post, then edit in a malicious link, but they see it's pointless with us off-topic-ers and don't bother.
Or just to see members forum signatures and harvest personal info?
I dunno, just looking for logic.