Twitter is now getting closer to whatsapp and messenger, they have eliminated the maximum DM character limit and new features that we know Twitter just add read receipts, so if you send direct message you will know if the message has been read or not. A sign that the message has been read will show blue check marks.
If you don’t like it the read receipt feature it can be deactivated from the security page. But when this feature disabled, the check marks when sending messages will not appear. Read receipts feature is very important when you need fast response from the chat.
Waiting for someone read your twitter DM, but read receipt doesn’t appear? may be they just disabled read receipt feature so the check marks not appear.