removing iMessages from iPhone and MacBook Pro simultaneously

If you want messages to be deleted from all your devices when you delete from one, then you must enable Messages in iCloud. When Messages in iCloud is enabled, sync your messages between your devices. So when you delete a message on your iPhone, it is also deleted on your MacBook and vice versa.

You can activate Messages in iCloud on your iPhone here:

Settings > Apple ID > iCloud > enable Messages.

You can activate Messages in iCloud on your MacBook Pro here:

Open Messages > Settings > iMessages and check Enable Messages in iCloud.

You can find more information here:

Set up iCloud for Messages on all your devices - Apple Support