I've PMed a few people when I feel like something's up, but it's something I do very rarely and only when I can offer some simple suggestions. I think the most recent one was when someone was posting to a comm with a spoilery icon; I PMed her and asked if she could use a different one when she posted to comms, and she agreed and apologized.

I get PMs like this too, sometimes seemingly out of the blue, but they're never anything more than helpful advice or suggestions.

I feel like if people mean to be nasty, then they'd call you out in public on it, so being PMed is really nothing at all to worry about.