I would say that it is about time to add a messaging system to the friends menu. Sometimes it could come in handy to send a private message to a specified player.
It could also be a new messaging command added, like on Hive Java:
/msg [player] [message]

The player you are messaging should have to be your friend to prevent message spamming.
I would love this, unfortunately Microsoft’s rules are strict, and don’t allow private messaging (1 to 1). However, they allow 1 to 3, for example. On java, it is possible but on Bedrock not. 
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https://minecraft.gamepedia.com/Featured_servers
Microsoft partnered with as far as I know, the 5 Featured Servers to remove private messaging between players.
Okay, @Ptitjoueur123 .
That is the reason we do not have it yet, then.
That sucks a little, but that is how it is I guess.
This feature is not possible, then.
Thank you for the information, @Violetria! 