Sandboxed private messages

I had it a couple of times that I got private messages during an activity on the game screen that did not start a conversation tab in the Companion app. In other words, I can’t reply to those.

Does somebody know why that happens? Is it if people use their PC to send messages?

I find that fairly annoying. Once I was busy with my phone and just saw an in-game PM disappear and couldn’t read it a all, once I got a question from somebody who prematurely had to quit a group ride, looks quite impolite if you can’t answer.