I hope this is true. I got the message and only really use twitter DMs for communicating with banks and airlines.
The message itself seems really poorly worded to me - I assumed that one of their APIs didn't check permissions and included all DMs and protected tweets in its output. "one or more" makes me assume "all" and "may" usually means "definitely has" in these kind of messages so it would have been great if they had included details about potential mitigating factors.