And what do you expect them to do? They ban over 10,000 accounts for this stuff every month (they post statistics all the time). What is to prevent someone from buying a new copy of the game and sending you a message? Unless you use the Busy command, there is nothing. Once they send you the message, the damage is done and you're annoyed. They can get banned after that, sure, but you are already affected. There is no way to stop this and it will continue in every single MMO you ever play. Ever.

Your only options are to turn it off or ignore it.