What should I do if the option to switch to a Private DM on X/Twitter isn’t showing in Sprout?

From the desk of Rebekah Trombley, Customer Support Team Lead

You can add a DM link to your public reply to encourage the user to easily connect with you via Direct Message. Specifically, you can include a link in your Tweet using the following format: https://twitter.com/messages/compose?recipient_id={your account’s numeric user ID}

Read more about responding to X messages here.