Why are some messages received as requests?

either filters, or you haven't interacted with them or they're not on your friends list... probably something else they changed without really telling people. dms were kinda abused for a long time here, so they switched things around to make them a lot less intrusive.

Depends upon your settings i think. I never get requests, because mine are set so that I can talk to anyone.

I'm not sure when the settings were changed......

you message settings