Well, we would hope that members would be polite in PMs, but generally since you have the power to block the member or just delete a PM without reading it, we won't take action unless it is pretty extreme, like spamming, threats or other illegal activity.
As long as other behavior that is not permitted on open forum stays off the forum, you have more control of how it affects you and how you react to it.
For example, if some calls you a name on the forum, you will get a million people jumping on the bandwagon and making it worse. But if someone sends you a PM calling you a name, you have the ability to block that member, reply in kind or just delete the PM without reading it.