I think deleting pms actually is for better than for worse, because this app is used mostly by underage people, and it's hard to moderate that stuff, because someone with bad intents could easily convince a unknowing child to give private information or otherwise, by convincing them that their also underage or worse (ped8s), so while it is a shame as pms are fun, they can be dangerous to people who weren't taught proper internet safety or don't take it seriously.
The internet is fun, but can be dangerous. Stay safe, online and offline.