Well sort of, and to be fair this is a harder problem. But you can say the same, if I DM someone and i feel i am saying something that puts me at risk and requires me to trust that it is private, then dont send the DM to a server whose admin you dont trust.
For the record its no different than email... email is always possible to be accessed by the server admin, so you have to trust not just your local email server but the server you send to.