Actually, there is a bug there. If I go to (say) your profile, then from the user options button top right ‘Profile’ points to /user/lister/ and ‘Messages’ points to /user/lister/?profiletab=messages (which obviously I can’t see).
Paging @Mark , this is one I don’t think has been captured before.
I’ve now replicated the one you mention also. The username link at the top of any of my message threads goes to /user/cougar rather than /user/[sender] – you should just be able to retype the username in place of your own as a workaround.