You're on Essential, which is a flat subscription billed by your active contact count, so it charges regardless of whether any automation is running. That's why you're paying with nothing set up, you're paying for the plan and contact tier, not for usage. It isn't taking money for nothing, it's just that the value only kicks in once you build something.
For the DM automation you actually came for, you have to set it up yourself: create a keyword trigger or a Default Reply and publish it. Right now you have contacts but no flow, so nothing fires. Once you build and publish one automation, those contacts and any new ones start running through it.