Most likely a bug, however the addition of a "Chat" button beside the remove friend option is a good idea.
(Also appreciate the use of pictures to show the issue!)
Sent to the Gamehag Team for review. Locking thread. 
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Hi there, I'm not sure this is a bug or this action is limited, but I can not start messaging to many of my friends unless they start the conversation. So, I suggest that Gamehag adds a "send a message" button for our friends (Near the button: Remove friend) to make it easier for us.
