it was a PM
Like that changes anything? Basically, you're saying that someone who is known on the forums should feel comfortable sending hateful messages via PM because at least the person they're sending it to doesn't know who they are, so in that way they can remain anonymous.
We've had this discussion before, PM's should not be shared in the name of the one who sent it unless the sender says it's ok. Full stop.
Maybe you've had that conversation, but that doesn't make the matter settled. In fact, that position is exceedingly silly. I'm under no obligation to keep your messages private, just because you sent it to me only. To put it more clearly, the fact that one member messages the other out of the blue does not create any sort of obligation of privacy. There's an expectation of privacy in most reasonable matters, but I would say this is clearly not a reasonable matter.
Let's just take this to the extreme. If someone tries to extort me through PM, should I respect their privacy? If they send me links to filth, should I respect their privacy? If they're trying to scam - or even just spam - me, should I respect their privacy?
I'll give you a simple rule for PM's. If you're sending a PM to someone that's adversarial in nature, don't expect it to stay private. Why should they feel an obligation to your privacy while you call them a "BOZO HEAD raging idiot”?