I believe the first suggestion you stated has already been put into place. Well, at the very least I am able to do so. Sent out a good number of private messages today, many using the "reply" option.
EDIT:
This picture shows the reply option in private messages along with what it looks like when you use it.
This thread has been set to as [SOLVED]. This means that the thread has been solved according to Management. If you disagree, please contact Management in relation to this.