Must be my mistake. Perhaps that option is only available to the forum administrators - it shows up for me so I thought it was there for everyone.
Let me look into it and see if we can make that more available quickly. We're looking in to a better private messaging system in the medium term too.
EDIT: In the meantime, if two people would like to get in touch with each other privately, please use the form at https://www.cmlsupport.org.uk/contact and send the username of the person you want to get in touch with and ask for their email address. If that person also asks the same about you with the same method, we could exchange email addresses. Please note we cannot give out email addresses unilaterally ... only when both parties consent to exchanging addresses.