On daily basis I review 100-300 changesets. It's unrealistic to expect to send a private message in addition to a changeset comment on every changeset that needs fixing or clarification. Changeset comments were created with the specific purpose of public communication about that change. Sending private messages defeats that purpose. 
Furthermore, I personally use Gmail and have no problems with receiving and seeing any changeset messages I get. None of them ever go to spam or otherwise get filtered. 🤷