It is the same as putting a letter in the U.S. Mail mailbox. You don't really know where it goes, but it gets there.
If your Private Message was addressed to a valid member and if it had a topic line, it was sent.
If you did not meet those requirements, the message would not go and the system will bark at you. Well, not a bark like when a neighbor is walking his dog in your front yard, but a computer system message telling you that is missing. That kind of bark.
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