You should be able to send messages in a way that will cause them to be eventually expunged from the database after a set period of time (months or years—the shortest option should probably be at least a couple weeks.)
Thinking about privacy and security in the long term, one of the most potentially harmful things that could be gleaned from a compromise of an individual's FN account is the Messages conversations they're party to (as either sender or recipient). This is not just about RL-identifying information (like telling an artist your real-name PayPal email address, or providing info for a room share at a con with someone), but also discussions of non-public personal interests, etc...
Implementing an option to delete messages manually does not address this concern, unless it's done such that any participant in a messages conversation can cause the message to be removed from all participant's view on the site. (If FN did choose to go that route with message deletion and work out a timed two-phase delete so abuse can still be investigated—that'd be awesome!)
Anyway, I think it would be great if there was an option to send a message with a (long-term) self-destruct timer such that eventually, barring the occurrence of a particular administrative reason to preserve specific users' data (abuse case/subpoena/etc...), all copies of the message would be deleted in time, disappearing first from both the sender and recipients' view of the site and later from the database entirely.
This is not about guarding against malicious intent on the part of any participant in a private conversation. Trying to secure content against the intent of someone you're sending it to is a complete waste of time, so please don't bother bringing up "but they can screenshot it" lines of reasoning about this. This is about making it so that your intent to have a message be ephemeral can be clearly communicated and automatically executed. (The will of people you're chatting with are not the threat this (or anything) can guard against—it's all about the bastards who get passwords from hacking some other site then get into your correspondent's FN account because of password re-use.)
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