so, you are likely experiencing an issue with there being multiple messaging standards in nostr at the moment. Primal uses an older version of private messaging that is, well less private. 0xChat is made to be as private as nostr allows, and uses a more recently created, more private version of messaging.

but, this more private version of messaging does not appear in clients that only support the old messaging version. So, it presents a problem in nostr that, currently, there are some apps that do support new version of messaging, some do not. its unfortunate tradeoff of the newness and open source development that supports nostr.. The hope is that eventually apps only use newer, more private messaging version.