The Proactive messages feature does not work with Multi-conversations

We are a financial company, and about 20% of our customers have two or more active conversations with us. For example, one ticket is at the 2nd support line and is still waiting to be resolved. And a customer has a new question. That's why we use Multi-conversations in Messaging SDKs (“Multi-conversations let your end users conduct multiple messaging conversations simultaneously in your Web Widget or mobile app, providing faster resolutions to their support issues and a more satisfying customer experience”).

We've been working to launch also proactive messages for our customers ("With proactive messaging, you can deliver targeted messages to your customers through your Web Widget or mobile SDK channel without waiting for them to start the conversation"). For example, if a customer's transfer is stuck because the wrong details were specified. 
 

We found that the logic of the Multi-conversations feature contradicts the logic of the Proactive messaging feature, specifically, “for the proactive message to work, no active conversation with the bot or agent should be in place for the proactive message to work in SDK” (a reply from customer support ticket). And it was not clearly described in the documentation. After a long conversation with the Zendesk support team, we were told that instead of fixing the functionality, they would just include this limitation in the documentation ("This is not an issue or limitation but a designed behaviour. We will update our developer documentation to reflect this behaviour that it is not yet documented, multi-conversation will be treated the same when it comes to proactive messages, meaning no active conversation with the bot or agent can exists"). It seems to me that this is an attempt to pretend that this is not a bug but a feature. 

We would like Zendesk to improve the Proactive messaging by providing for those customers who also use Multi-conversations the possibility to initiate a new proactive message.