Wow. 7 years ago, and this is one of the top hits when I ask Google "GroupMe how to DM a bot". Indeed one can set
"dm_notification": true, on a bot, but the only thing that accomplishes for me is to make it stop receiving the group messages. If "dm_notification" if false, any message posted in the group hits my callback URL. When "dm_notification" is true, those messages are not sent to my callback.
Now for the really messed up part, and it's very strange to me that I can't find anyone else talking about this, but... when I create a bot, it ends up associated with what appears to be some random, real user's profile. Once the bot is created, it stays stuck to that person's profile. If I create a new bot, it's some new "random" person. What I mean is, if you click the bot's avatar and then view the profile or try to DM the bot, the windows that opens has somebody's name it--somebody that is not your bot and somebody you don't know, is not part of any group you belong to, and you don't have privs to send them a DM.
GroupMe's bot system seems to be broken with nobody working on it anymore. I'd love to be wrong.