It would seem based on the screenshot ("Message x to ask them to remove the photo...") that they must have specific permissions set to cause this to work as I can't replicate on people that I can't message.
I disagree. You can message people that you aren't friends with. See the first screen shot ("add her as a friend or send her a message").
I think the reason it only works on some profiles it that perhaps the profile pictures are the only ones that it will show you. And some people only have one profile photo. (This is an untested theory / guess.)
