If I write you a message, you get an icon in your private message inbox allowing you to know I responded.

However, if you are signed into a sock account, or even multiple accounts, you might forget which account you are currently signed into, and instead of waiting to be notified (because Lemmy has a bit of a lag), you instead are refreshing my profile, you might just respond directly to me from there, even if you aren't in the right account.