That's a known issue as noted below. It's caused by core Joomla API being called to load a user where the id doesn't exist, but how else does one check if a user exists so it's strange for Joomla to output that.
forge.joomlapolis.com/issues/8166
Within "Private Message System" in CB > Plugin Management under Parameters > General ensure "Auto Delete" is set to "Enable". This will delete private messages automatically to/from a user that has been deleted.
I don't have any other solution at this time aside from deleting private messages for users that no longer exist.