Pretty sure I would have messaged back as well, and I wouldn't feel bad about it either.
Come to think of it, I did respond to a FB message from my WH's FB a few years ago. She was an old girlfriend who had been private messaging him.
At the time I didn't realize the level of infidelity my WH was capable of. I'm pretty sure I intercepted an emotional affair waiting to happen, b/c she was definitely a slippery slope for him.
I laid down the law -- gained access to everything, insisted on passwords, yada, yada, yada...but then fell back into old routines, and began trusting again pretty quickly.
Almost exactly three years later to the day, I discovered a full blown EA with another old girlfriend. Then I learned of 2 ONS. And countless inappropriate texts and PMs with an unknown number of other women.
I'm not sure how long it will take for me to trust again.
Yeah. Pretty sure I would have responded, deleted, and blocked her as well.