> acknowledge the message

I think it is more nuanced than that -- they are sending a message via LinkedIn, is it really the company or a scam?

You should take time to respond appropriately and not be rushed in all cases. By acknowledging the message they'll want to continue the discussion. It's probably worth considering a standard response to approaches like this, along the lines of "Please contact us on generic-something@domain, I cannot discuss this on my personal social media account."