Props to talismanisland for pointing this out:

How to find PM's

Go to your profile, click to see your list of friends and there is a PM icon next to them.

..and as an aside, The column to the left of the PM icon shows a birthday cake when it is one of your friends has a birthday!

Again, thanks to Talismanisland for point that out.

After using it, it turns out that it sends an email. You also get the following message:

The message has been sent correctly. Please take into account that this message was sent through Fantasy Flight and that the recipient will not be able to answer you directly with their e-mail application, they must use this service following the same steps as you.

No personal information, email, etc. appears in this message: the only thing about you that appears is your Community Player's name.

So for those who are wondering - FFG IS listening to us and our requests.

SWEET!

Thanks for pointing this out and thanks FFG for listening!

Well, it's nice to see some kind of solution. I don't think it's a good one though. I don't necessarily want to be "friends" with someone just to be able to PM or be PM'd by them. I also dislike that PM's get sent as email. Every other message board I've used that allows PM's allows the user to access them from within a "mailbox" within their messageboard account. It's common enough to be considered a standard, and it's a standard I prefer.

I agree with Sartredes.

This isn't a solution. It's a cop-out. I don't want to have to be "friends" with everyone to send them a PM. Granted, most people I'd send a PM to would be on that list (if I had any desire to keep it up to date), but there are times when you'd want to send a private question to someone, without having to go through the rigamorole to set them up as a friend.

And sending it to my EMAIL? I don't want PMs sent to my email, I want them to be self-contained in the forum software.

If this is their "solution", it just shows that the FFG technical staff isn't really interested in making this a better forum, but rather just throw together poorly thought out "fixes" to the problems, ignoring the underlying issues.