The Compartmented Mode Workstations with all their security features weren't rated to stop skilled hackers. So, what where the restrictions for? Answer: to prevent users from inadvertantly screwing up their own security plus make casual attackers work for it a bit. Making stuff automatically disappear unless you mark it permanent automatically reduces the amount of stuff someone will get from snatching your phone. That's why it's a good idea.

Side effect: may reduce information overload or search time for important messages. Unproven. Just a guess.