Muting the reply option in DMs

As you may know, the reply option is available in DMs as well, with the difference that the notification cannot be turned on or off. This difference is visible by the fact that the reply will be highlighted in yellow, as if you were notified.

That being said, there exists an option to mute users (pictured here)...

... and I tried to use it, however, because the user I muted used the reply option, I was notified of their reply anyway. Their username had been greyed out, so there was no doubt that they'd been muted, but the reply option made me get notified of their DM.

This renders the mute option useless. One way or the other, this should be fixed.