They probably shouldn’t in general, but I think here it’s not an issue.
After flagging the post, Jman decided to troll Keeed in the PM by claiming that Keeed had unhidden the post. I think once you start trolling mods in PMs, you lose any expectation that the mod has to keep those PMs private.
Now that I’m back from my temp ban for trolling, I want to complement the mods for a great job diffusing things yesterday. In particular, I want to thank @anon10396289 for banning me. Well done sir! I’m also giving myself right at this very moment a firm pat on the back for taking it so well! Kudos all around.