Yes, we moved away from defaulting to a search filter in specific routes in the app because our search widget now suggests filters as you type. (For example, if you type words that match a category/tag name, it’ll be suggested as a filter).
But nobody is going to type in:personal, so that doesn’t help. and I agree with @jerry0, it is a confusing label. The easiest improvement would be to add in:messages as a synonym to in:personal and use that in the UI.
A more complicated solution could be to do what we do for in-topic search. We have a special case there, that is only automatically enabled when the ⌘+F shortcut is invoked (which we override on topics with many posts):
We can do something similar when viewing PMs/inboxes.