handleMUCMessage is never called for private messages (i.e. messages 
sent via a MessageSession with the participants full room JID)

As far as I can tell the problem originates in ClientBase. To my 
understanding MUCMessageSessions do not honor thread IDs so they 
should receive messages regardless of their thread, but in 
ClientBase::notifyMessageHandlers() handleMessage() was called for 
sessions for which honorThreadID() returned true, regardless of the 
messages thread ID.

Negating the appropriate boolean value fixed the problem for me
( if ( ... !messageSession->honorThreadID() ... ) 
messageSession->handleMessage(msg) )