Ability to Delete Direct Messages Received from Someone, Not Just Those You've Sent

I would like to have the ability to delete direct messages received from individuals. Yes we have the ability to delete our own messages, but not those received. Blocking and hiding doesn't do the trick when you want a clean slate because the messages can be pulled up still. I had to delete my account simply because I wasn't comfortable seeing those messages and had no true way to get away from them. Even if it's just on the recipients own side, I think those messages should be able to be deleted. It's such a basic feature of a messaging platform, in my opinion. I've never run into this issue elsewhere. All other direct messaging platforms I use have the ability to delete both messages sent and received. Instead, Discord keeps us captive to the messages of others...