Instagram recently made an update that you probably aren't aware of. You used to be able to browse Instagram without anyone know when you were online, unlike some social media platforms (looking at you, Facebook). Gone are those days, unless you change your privacy settings.
Instagram has now released a "Last Active" update. This feature can be seen in your Direct Messages. A time stamp appears in your message and shows when you last used the app. In addition to this, Instagram automatically enabled the "Last Active" update when they rolled it out. Luckily, there is a way to disable this feature.
Profile - Options - Scroll down to Show Activity Status - Disable
Once you disable your activity status, you will no longer be able to see other's activity either.
Now you can go back to scrolling on Instagram and avoiding those DMs without being called out.