Well I would say that statement in the help file is wrong. Private notices are not intended to be like private messages at all, or else they would just be called private messages. Should private CTCPs be directed to the single message window too? Of course not, because they're CTCPs not private messages and they're meant to be separate from private messages and private notices.
~ Edit ~
I should say that statement in the help file is wrong OR outdated, because it may have actually behaved that way at some point in the past. I don't think it ever did but I can't recall.
