Sometimes when I attempt to delete a message using the delete button in the message page itself, it says it is deleted, but it still shows up on my list of messages until I check the box and delete it that way instead. It's not a big deal, but thought I would mention it since it does seem to be buggy.

Now that you mentioned it, I have noticed this before. Sometimes it works and sometimes it doesn't :/

Yessssssss, this happens to me too! I find that it is with messages that I've already opened and am trying to delete later. 

Usually same, Peach. And for me it's typically messages from other players and not so much HP alerts (tickets accepted, shows accepted, etc).