if your worried getting spammed with emails, i'd suggest using an email relay in your Lemmy account instead of using your primary email add. Here is an example - https://relay.firefox.com/
Much like reddit, facebook or other apps with dms, only the instance owners (of the instances the users belong to) can see them. They aren't encrypted. There was some work on e2ee messages on the Mastodon side but it stagnated.