I recently encountered a quirk involving the message privacy settings. Someone sent me a message, and when I replied to it, I was informed that the other person accepted messages only from friends. So, a discrepancy between my privacy setting and his led to my inability to reply. At least, it wasn't worth it to me to send a friend request, wait for approval, then try again. Perhaps there is some way to grant message ability to non-friends in the case of a reply?

If you can bring up the players portal-click on icon- you will see " send message"

You can leave a note. But if you cannot because of the privacy setting then I  would send a trophy with a small message. Friend Request has a message for you to type also.