Currently, doubleclicking on one of the users in a MUC's member list will start a private conversation that's routed through the MUC service ("xxx from group chat yyy"). That makes sense for anonymous MUCs since you don't know that user's real JID. But for non-anonymous MUCs, I think it would make much more sense to open a regular conversation to the target JID.

For non-anonymous MUCs it's likely that you already have the participants in your roster and/or had a regular private conversation with their JID in the past; so you'll want to reuse the same regular chat mechanism instead of segmenting your conversation in two separate channels/windows/tabs.

Also, support for private MUC conversations in most other XMPP clients is very awkward or non-existing, so it's better to avoid it if possible.