I'm not sure if this was intended, but when sending a PM, the default destination is the recipient's profile, not the user's inbox. I think a dialogue 'Message Sent' would be good, no-matter where you forward the user, as the way it is, it doesn't appear that the message was dispatched, and the messages box doesn't show an outgoing messages folder.
I also run SMF, but I stick to the classic 1.x version, because I have too much committed to customisation with it; but I know that in 1.x, the behaviour for this was easy to change.
(For all I know, PMs are broken at present.)