@digital Purism support answered that direct messages are not available (they are disabled) on Librem One. Because of not wanting to create a false sense of privacy with DMs that aren't actually private. So the reason is just like @lionirdeadman@fosstodon.org guessed earlier.
Still hoping to get some more answer about if they could at least implement some kind of error indication to the sender who tries to send DMs from other instances, no answer on that part yet.