There is no link between «Friends and Foes» and «Private Message». You don't have this message because FF feature is disabled.
On your board, there is a bug on Private Message click, because Private Message feature is disabled.
If you want to remove «Private Message» feature (and link buttons), it will be easier (and a better practice) to go to :
General > Board Configuration > Board Features
Check No on «Private Messaging» feature.

You could optionnaly return on System > Module Managment > User Control Panel to enable Private Message. «PM links» still won't appears.
I think that the Friends and Foes feature is well disabled. As you can see in memberlist_view.html file (line 26) «Friends and Foes» buttons only appears when S_ZEBRA is true. S_ZEBRA is true when user is registered and module FF is on.