Well, I've seen that jomsocial has an integrated PM system or something. And as far as I understood 3rd party developers can send messages to that... I haven't heard of something like this for CB???
I generally like the idea, but you need to understand the complexity - it is a simple function, but there a lot of PM system, different community system - there is no unified framework that we can use for this.
I'll think a little more about this and maybe I can come with an idea for ccomment5. If you have some ideas don't hesitate to share them as well!
Regards,
Daniel