How are conversations different from private messages?
You can also lock a conversation so that no one else can post in it. You may want to do this if you are sending a message to multiple people, but don't want to start a big group conversation. For example, you might contact members of a group order for their addresses, but you want each person to respond to you privately.
One notable difference is that the conversation search box only allows you to search for usernames, not keywords.