Other messenger services offer a user setting where you can hide direct message instances from the left sidebar once you have clicked into it and then clicked to another dm or channel. It would appear again if the person sent you a new message. You can bypass this by pinning or favoriting that user so they always stay in the DM list.

I prefer this system so that the DM area acts as an 'inbox' only, where I can glance and see things that need my attention. Having 10-40 inactive entries is just clutter, esp. on smaller device screen heights like a laptop.

For context, I tend to use cmd + k to message people instead of needing to see them in the left sidebar to click on them. Cheers.