Source - know owner of said support tool software.
1. If you close a private message window and are not friends with the person or share a server with them, there is no way to open it again, so you've lost access to that chat history and can't delete your messages from there.
2. If you get banned from a server, you lose access to that server's history and can't delete your messages from it.
3. If you delete your account, your messages are not deleted and stay in all private conversations and servers forever.
Their data management is simply terrible. Personally, I would've deleted my account already, but I don't feel comfortable knowing I can't delete my past messages and that they may add that option later.
If every user you sent a message to had a copy of your message would you expect those to be deleted as well? Isn't that the recipient's data?
Assuming you answered no is there a material difference when you store a single copy and do reference counting?
Discord's UI might be lacking but allowing you to delete messages authored by you but ownwed by another is already pretty privacy oriented.
Steam on the other hand will not retain more than 5ish of the last messages.
I'd say it's fine aslong as users could set a duration for their messages automatically, but Discord doesn't even have a mass deletion option. Their API has been Incapable of mass deletion further than 2 weeks.
I have no doubt there will be some major leaks in the future that ruin someone's life.