On mobile and the new non-flash pc app, people can't initiate a PM simply because the "Send Message" button is flash coded. However you CAN respond to an existing message. Find any place where you can input a url and...
https://www.wgt.com/user/conversations/default.aspx
You will see existing messages and be able to reply to them. If a mobile player in my CC needs to PM me, I just send them a PM that they can then reply to with whatever it is they need to communicate.
This really only applies to mobile at the moment, as the non-flash pc app just uses normal browser windows. WGT will eventually have to address this, but really all they need to do is recode the "Send Message" button. (as well as the other buttons on profile pages, I assume.)
I suggested to WGT CS that they simply put a link button for the above. Nope.