Oh of course, it’s not about stopping messages, more that if people receive one that they feel uncomfortable about that they can and should let us (moderators) know. We will only take action based on the information we have available and discuss any grey areas as a team to try and get the balance right. I think we generally do, glad you do too! 
And yes you’re right the issue is with inappropriate unsolicited messages. While I don’t think people should have to make their profile private for that reason, it doesn’t actually stop them being able to receive messages (you can open a new message and type @username in the to: box)
There certainly are rules, they are pinned on top of the web version of the forum (I think) but the app works differently.
They are here, for reference for anyone reading this who hasn’t seen them 