I had similar problems. The member directory needs to be on its own page and the profile page cannot contain anything that is personal and permission based like the messaging module. So if you move all these modules to different pages the member directory should take you to that users profile page providing there are no other permission based modules on it.

I'm having the same problem too. My user profile page holds the Messaging Center because the notification area icons (i.e. notifications, messages, profile) all link to the User Profile page. So, by having the messaging center on the User Profile page it causes the member directory show my profile instead the users profile when I click on their profile from the Member Directory.

Essentially, all of the modules and links are hard coded to the User Profile page. Is there any way around this conundrum?