So for comments & discussions there's a nice AfterCommentFormat event that's fired (in helper_functions.php) after the comment is formatted and before it's outputted to the client, but for private messages no event is fired after formatting but before outputting:
Is there any reason for the difference in behaviour?
For my own version I adapted messages.php to this:
But I kinda dislike having to edit core files. Is there a cleaner way to do this?