I think that it is set up backwards. I feel that if you message someone who is afk that (afk) should appear next to their name.
So

Would mean that Mel is afk.
To tell if you're set to afk just add it to the sent message Like so:
Meaning that when you send a message and see sent(afk): that you are currently set as afk and when you see say(afk): the person messaging you is afk. And you can completely get rid of the redundant "this person is afk blagh blah" message.
Or at least let us toggle off the afk message warning spam.
If you wanted to be fancy you could also maybe let us set what the message players get when messaging an afk player?
So *messages Player X*
Sent: Hey!
"Player X is afk: I'm currently at the store!"