As a Roblox developer, it is currently impossible to delete PM’s (messages) on Roblox. I can only archive them, however that doesn’t fulfill the purpose of deleting messages. For example, this can be annoying when you still have “free Robux” scam messages from the peak of scams (about in 2017) in your Archive and want to completely get rid of it. If you are a developer, you can also be flooded with feedback on your game and yet, there’s still no way to sort it by deleting the resolved ones. People can send what they want, and if I get an insult in my messages, I cannot get rid of it - it will still be bugging me in the Archive.
The solution is simple - just add a “Delete” button on messages with a confirmation screen asking if you really want to delete messages and saying that deleted messages cannot be recovered.