Hi ManyQs,
The answer to your question whether the PM database was also compromised is: "We don't know".
We know that the attacker broke into the forum server, and then we know that the forum user database was being offered for sale in some underground chat rooms (and we then got hold of it and confirmed it was indeed genuine). The PMs were not part of it, but that by itself is of course no proof that the attacker wasn't able to steal them as well.
BTW this is what typical happens with hacks in general -- very little evidence about what actually happened...
Hope this helps,
Vlk