Naomi replied:
Hello Jamie,
I’m very sorry for the inconvenience, we recently had to make some changes to the messaging system in preparation for the new site version release. Messages for the time being will not be shown as deleted but they will auto-delete once the messaging system is integrated completely. Everything will go back to normal when v3 is released :)
I’m recalling now that I responded to you in the forums!
What I didn’t tell you in the forums is the auto-deletion, so anything you “delete” now, will just poof away when it’s updated :)
Have a lovely day Jamie!
Naomi (Blackenne)
Member Support
http://www.chess.com/forum/view/help-support/unable-to-delete-messages
Yikes!