It seems if you delete a PM from the Messages window, it sends a reply to say you have removed yourself from the topic. At a later date if the other person wants to reply to back to that PM, the reply looks like it gets sent, but the person that deleted the original PM never gets the reply, and there is no notification that the reply never will make it.
I can understand the "Reboot has removed themself from this topic." being posted when you remove yourself from a topic, but not when deleting a message to keep the clutter down.
My point is that the person that sends the reply is never notified that it won't make it. If they knew, they could start another. I have never seen that happen at any forums I go to, or noticed it maybe. You'd think that there would be some notice that it never went.