It adds an option when replying to a message to delete it on send. It saves several steps. You do not have to go back to your inbox and check off then delete.
Hmmm ok, so user A send user B a PM. User B replies to the message, and the PM that user A originally sent user B is deleted?
If that is the case I can see issues with it. Lets say you allow your users the ability to remove the auto quoting in PM's. then when I want to go back to the original PM to check some info, I no longer have any record of it, due to the fact the PM's were not auto quoted.