Direct messages in Micro.blog are currently very limited, sorry. We wanted to have some minimal support in there so that messages wouldn’t be lost from Mastodon, but I was waiting to see how Mastodon evolved before doing more. (There have been proposals for a more private messaging system in Mastodon and ActivityPub.)
Because not much has changed, I’ll see what we can do to add a basic private conversation view, at least.
There is also a known issue with the count of messages being wrong. This happened when we received DM spam from Mastodon that was cleaned out, but the message total did not properly reflect the spam users being removed. I’ll be fixing this.