I just created a new account to check and they were on by default for me.
Emails from other users are off by default. Is that what is causing the confusion?
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Edit] When you are going through the actual sign-up process, you get asked about emails, but not about PMs. You have to actual go in to your user options after you've confirmed your account in order to make any decisions about PMs, and they are checkmarked on by default, or at least they were for me.