I'm not sure if that's actually a bug or not, this might be the intended behavior.
We have not enabled private discussions for members on Discuss. Only moderators can start a discussion with you.
So it's normal you can see the list of private discussions, but not start new ones.
Ideally we shouldn't show the tab unless you have received at least one private discussion but I doubt this feature is implemented in Byobu (and it's probably not that easy to do)