Hello there Danglles,
I understand you're looking for information to save some storage space as you see that Messages is taking 15GB of space, right?
With using Messages in iCloud, deleting an attachment, text, or thread would cause the same to be removed from iCloud as well as other devices that use Messages in iCloud. There isn't a way to delete from just one device while using Messages in iCloud. For additional information on this, check out the following resource:
Access your messages on all your Apple devices
If you have Optimize Storage enabled on your MacBook Pro, iCloud will keep recent attachments on your Mac and make your oldest files available on demand to free up space. While this doesn't directly do what you're looking to do, this would be the best route if you're wanting to continue using Messages in iCloud. For more information on this, check out this resource:
Save space on your MacBook Pro
If you'd like to leave feedback for this to be reviewed to see if a new feature could be implemented in future updates, use the following link:
Product Feedback
Have a great day!