Kind of along these lines...
In my messages, why do people leave PM conversations "xyz has removed themself from this topic."?
Is this message indicating that they have deleted the msg.?
In other words, that means that the other member has deleted that topic on their end to free up space for new messages. Every member has to do that at some point or they can't get new messages after they hit their limit.
If just 1000 members have 200 PM messages each on the server, that is 200,000 messages. Saving server resources helps to keep it running faster and more efficiently.