The only real thing that elevates it as a concern for me (otherwise it would just be an eye roll followed by her ignoring the message) is the person not identifying themselves but using her name. It gives off stalker-ish vibes. In my case, someone would have either gone to special lengths to get the number, or it is someone that we know who is acting anonymously. We are especially careful who we associate with regarding kink-related activities, so that coincidence would be especially suspicious for violation of additional personal privacy. I'd probably carefully try to learn a little more and bounce it off my connections in law enforcement if I felt it warranted it.
Again, this is just for our situation. Some people are much more lax about their privacy and it's not unrealistic for anyone to get their contact info after seeing a picture of them on social media or whatever. That does not justify the behavior, but it would suggest someone put less thought and energy into it. The lower the barrier to entry, the more likely it is for people to act impulsively and make decisions that feel more stupid than threatening.
Those are my quick, initial thoughts at least.