There are few restrictions regarding the ability to reply in private message (PM) on Facebook. We list them below:
private replies to posts or comments are allowed within 7 days of the creation date of the user post or comment
you can only reply in PM to given comment or post once
you can only reply in PM to posts or comments
when replying to visitor post on your Page, you can reply in PM only if it's text type post, or link type post - it isn't possible to reply to photo type visitor posts, or ratings (reviews)