I've seen people say some pretty horrid things to people in more public chats, but sometimes they're met with people calling them out. I've also had people world visit to mine after a duty just to whisper me and say obscenities to me because I didn't perform to their standard or that I pointed out that they were griefing or AFKing for a free ride or something.

Since it doesn't seem to be a technical thing, I'm sure SE has their reasons for not allowing it. Like others have said, it's possible to just use FC or linkshell chat. Or use an outside messaging system like Discord. And generally if what you want to say to someone could be perceived as too mean or something even if it's to help them, consider rephrasing it. Maybe adding a "please". Actually scratch that last part, people seem to get more mad if I say "please". Either way.