Yeah, I dunno. When you make a new admin or moderator or ban someone - does this user get those PMs too? It's the same mechinism?
Did you check their status with the query I posted above?
I'd worry about a problem with those user records or their U_Status being incorrectly set - like I said, this mod has been around for a couple of years. And I've not seen any bugs with threads and other people getting the admin PMs.
You'd need to probably add some logging or debugging code into the send_message function in ubbt.inc.php to see what might be wrong with the private message code.