There are a couple different dm implementations. An old, not-so-good spec is slowly being replaced with a better one, so not everything works together at the moment. But it's getting better. Look for a NIP-17 supporting client & inbox relay (just 1 or 2) Encourage your friends to do the same, or ask the devs of your favorite client to add nip17 dm support.😊

There are a lot of people who just don't use dms though.