Use #attach to load CSS and JS

Loading CSS and JS by attaching it to render arrays would solve issues with CSS/JS not loading for cached content, improve performance, alterability, etc.

drupal_add_* will also be remove from Drupal 8 (or will only be available internally), so this will help Privatemsg be more future proof. See #1839338: [meta] Remove drupal_set_*() drupal_add_*() in favour of #attached/response for out-of-band stuff.

Drupal 7 introduced #attached for CSS, JS and some other things so that assets which are needed by a specific element can be properly cached along with its parent element. If you use drupal_add_*() and your code doesn't run (because it's cached), then your CSS won't be added to the page.