I actually like how Lemmy handles it, it warns you that it’s unencrypted and that it recommends Matrix

It also uses an entirely separate AP type that’s not used for anything else (ChatMessage) unlike Mastodon which uses Note, which is also used for: Mastodon posts and comments, Lemmy comments, most likely others.

ChatMessage type also has strict requirements about recipients, the chances to leak them are slimmer. Additionally, if the target app does not support the type, it’s very unlikely it will handle it at all, but Note will most likely be handled in some way.

In conclusion, Lemmy PMs are very hard to leak accidentally (still very easy to leak intentionally).

Sadly, Lemmy will be moving to Mastodon-style PMs.