Okay thanks, here the solution.
/includes/admin.php : 90
// Use wptexturize instead of sanitize_text_field which remove all tags, line break
$activate_message = wptexturize( $args['activate_message'] );
update_option( 'bprwg_activate_message', $activate_message );
$approved_message = wptexturize( $args['approved_message'] );
update_option( 'bprwg_approved_message', $approved_message );
$denied_message = wptexturize( $args['denied_message'] );
update_option( 'bprwg_denied_message', $denied_message );
Use “br” or any html tag to template your mails.
/includes/admin.php : 212
// I also stripslashes here, not sure if needed :
wp_mail( $mailme_filtered['user_email'], $mailme_filtered['user_subject'], stripslashes($mailme_filtered['user_message']) );