It is worth pointing that one of the value adds for any company using Slack is that nothing is private. Anyone with an admin role can read any conversation, DM or otherwise, and this is considered a good thing since it allows the company visibility into employee communications in cases of illicit activity.

What's odd is very few teams I've been on have made this fact very clear. Which reminds me a bit of Dr Strangelove when the doomsday machine is kept a secret for a birthday surprise. The entire point of being able to monitor private comms is as a deterrence. Employees are less like to send a message that might be considered inappropriate in the first place if they know they're being monitored.