Uhm, I saw I had a visitor message when I got on a few minutes ago, and of course, I was gonna go reply to it, but I didn't see an option to on the other persons profile. The 'Add Friend' button wasn't there either. I DID manage to add them, but why aren't these things showing up??
Looking at your profile I'm assuming you're referring to Zucker_, who is now banned.
However, in other situations, it might simply mean that the user has limited only receiving VMs from friends and staff users, or has turned off the ability to receive VMs altogether. See General Settings to change or view your VM settings.