Please, please, please provide this option.

It is getting out-of-hand.

It is on the list of things that will be worked out (see frequent suggestions thread), but till Mahz gets back from traveling about, new features will (a bit sadly but understandably) remain lacking. The problem he has with it is that PMs are essentially forum threads with controlled access. If participant A deletes PM thread, then either the system has to do the same for participant B, which might not be wanted by that person, or has to work out how to simply remove participant A's access permissions to the PM thread.

It is not unlikely it will be implemented once Mahz also figures out how to work out inviting new people to an existing PM thread.

I need to get over 9000 first.