Messages go to your message "requests" for a reason. It's basically an answer at your own risk. And then the "other messages" is basically where message requests go when building a case against free speech.
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I think it's a little more nuanced than that, but it's close. I _think_ if someone has a high enough 'sw rep' (which I think is some sort of secret sauce that nobody ever really knows what or if they have it) they go right to messages - they're assumed to be reasonable enough that you might want to interact with them. but you certainly have the base set right.