You can use condition inside that function.

add_filter( 'fep_filter_message_before_send', function( $message ) {
    if ( get_user_meta( get_current_user_id(), 'privacytel', true ) != 'No') {
	    // The @ symbol must be surrounded by character on both sides
	    $message['message_content'] = preg_replace( '/[^@\s]*@[^@\s]*\.[^@\s]*/', '[EMAILNASCOSTA]', $message['message_content'] ); # for emails
	
	    // Take any string that contains only numbers, spaces and dashes,
	    // Can optionally have a + before it.
	    $message['message_content'] = preg_replace( '/\+?[0-9\-]{5,}/', '[TELEFONONASCOSTO]', $message['message_content'] ); # for phone numbers
    }
    return $message;
});