For brands who provide customer support on Twitter, this is a useful way to help collect sensitive information or transition to alternative channels without the brand having to follow the customer back.

"I'm sorry to hear you're having trouble! If you'd like to DM us your contact information we can help resolve your problem"

etc etc

...and unpopular people will get private nastygrams.

Thankfully, the setting is disabled by default.

I will activate it because I don't like to follow people on twitter, too much noise, and I'm tired of redirecting them to my email.