There are two tabs that look very similar. You probably extracted and used the wrong one. You want to use the "Contact" tab, not the "Mention" tab.
Send support a ticket as @mommyfats suggested, but I would put money on you accidentally used the wrong one.
The "mention" tab sends them out as tweets.
Contact is the DM
There is also a box that you can check under "Contact" that will send them as a tweet instead of a DM, make sure it is UNchecked. It's the one that says "Use mention instead of Direct Message.