It used to be, in the old days, you couldn't message a AM member unless you were their AM friend. If that condition no longer applies, then I can't think of a reason why either.
It is just a privacy thing. They don't want others to see everything they post in one place. Before we updated to the new site, our profile displayed our ZIP code. You do still have to be a friend to see a private profile and to private message an user.
I had a private profile by mistake. It was pointed out to me by one of my friends, and I corrected it. Maybe the person with the private profile just dont realize there private.