That’s true about DM, however DMs are not a core use-case for discord-like services. It’s the group/voice chats etc. I could see a workaround like lemmy does, where if you want to DM a user in another server, you might be able to do it through your fediverse instance (i.e. a DM simply has your fediverse instance DM their fediverse instance), but I’m sure there can be more elegant things like. However DMs by themselves are a weird thing by themselves, so much so, that even bluesky had to bolt DMs on-top and outside of their protocol.