Twitter message - grr moment

I don't understand Twitter rules when it comes to Twitter messages; more accurately, I don't understand their logic.

So you can follow people and people can follow you, yep I don't have any problem with that.  But, let's say I follow a person named 'Joe'.

This is the scenario that doesn't make sense to me:

I follow Joe.
I receive Twitter message from Joe.
But I can't Reply to that message...
... because Joe isn't following me.

Now I would completely understand if I could just message a random person who I am not following - as a user, I'm happy to engage with the people I am following (well, obviously I am a fan or friend) and I am happy to engage with the people who are following me (wow, I have fans and friends?)

I am following Joe, because I am a fan of his comments, so it is a complete delight that Joe (appreciating he has fans) checks out my profile and wants to connect with me - by asking me a question.

As a fan of Joe's, I appreciate that he has initiated conversation with me, and I would like to reply to his question!

In this particular case, Joe has actually asked me how much I charge to write a resume because he saw on my profile that I am a resume writer (woohoo, people check out my profile!), even though I followed Joe because of his photography photo's and comments.

How was I supposed to know when I followed Joe that he is currently between jobs and is frustrated at not getting the results he is after and is now looking for a resume writer to help him?

How am I supposed to reply to his message and potentially gain business for my resume writing and jobsearch training business using social media, when Twitter tells me 'Sorry, you cannot reply to Joe because Joe is not following you'? (Grrr!)

Why does Joe have to follow me in return for us to be able to communicate privately?


Had it been Facebook, any ol' person could search my profile and send me a message.  If the person isn't on my friends list, the message goes into my 'Other' folder; and if I should happen to see the message, I have full ability to reply... or in case of the scam messages, delete.

Like I said, and will repeat because I am confused over the logic (or lack thereof): Why does Joe have to follow ME before I can reply to his message?