but how can we easily use it to send the reminder the student who need to do their job
That is a very valid use case. I don't think there is a simple way to do that at the moment though. It would be a good feature to have an advance filtering available and an option to send a bulk message to all such filtered participants. Please feel encouraged to report it into the Moodle Tracker as a feature request.
Meanwhile, I am afraid the only way is to scroll through the list, open those late participants' profiles quickly in new tabs and then send them all a message manually