I doubt there is a 3rd party modification when it is default vbulletin to have the popup. Perhaps you've removed the code from your style. You can try this:
Create a new style with no parent:
- Styles & Templates > Style Manager > Add New Style
- Parent Style: No Parent Style
- Title: Default vBulletin
- Allow User Selection: Yes
- Save
Now switch to using this new default style and send your user a pm from another account and see if you get a popup.