A couple of comments, in list form:
1) There is logic to the Private button being grey. It's not active. When you press the button to active a private reply, it changes color. This is in keeping with how other buttons are colored on the site.
2) We add 'Private:' to the subject line for these responses. When you send a private message to someone via the group directory, we prepend '[DM]' to the subject. Should these both be consistent/the same word? Note also that we look for messages sent to the group that have a subject starting with 'Private:' and bounce those back to the sender. If the word were to be changed, I don't particularly like the word 'Off-list' because I generally like to use the word group instead of list, because Groups.io groups are much more than mailing lists.