I'm not bothered as long as the message isn't trying to insult me in a way that would get the sender in trouble if he posted it publicly. I've kept all my PMs since 2016. On occasion I've received the odd offensive message from what you might consider, were I to spill the beans, to be an completely unexpected source. A threat to breach protocol and publish the message in the forum usually staunches the insults. After all, they breached the protocol dictating civility first!