I agree.
I think you should allow users choose to get email alerts about PMs. I got a PM on januray, 2nd, offering me a business opportunity, and I read it on January, 31st.
PM alerts inside scirra site should also be more visible. I visited the website once a week on January (and many times a day on the first week of January) and I didn't see my PM alert, while I was able to see Forum alerts.