Deleting Text/SMS messages from multiple devices

This relates to Messages.app on Mac Pro, 2 x iPhones and 2 x iPads - all on latest possible software.

First of all, please note I am only talking about SMS, or text messages, not Apple iMessages which with 'Messages in the Cloud' set on all my devices, do seem to keep in sync.

However, many services (e.g. banks) use SMS to send verification messages and although they are delivered to all my devices, in order to delete them, I have to do it individually on each device which is a faff and something of a problem as I may not check Messages on some devices for a long time. So there can be hundreds of these that need deleting, which on the Mac is a PIA as there's no way to select multiple 'Conversations' and delete them all together and in any case, these tend to be security related messages that one really should not keep hanging around. Once used, for security reasons they should be deleted.

I have spent some time recently getting all devices in sync, leaving just the same 6 conversations showing in Messages. One of these is an SMS and this morning on the Mac I deleted it. It was NOT deleted from the iPhones (didn't check the iPads). On the Mac I used 'Sync Now'. No change on the iPhones. I tried 'Sync Now' on the iPhones. Still no change. Quit and restarted Messages on all devices. No change. That SMS is still there on everything except the Mac on which I actually deleted it.

This would clearly suggest that 'Messages in the Cloud' does NOT delete SMS/text messages on all devices. However, I have read of others reporting that it does work, but I suspect a lot of them (all maybe) don't understand the difference between Apple iMessages and SMS/text messages and are hence misreporting their experience.

So I would first like to ask if anyone knows categorically, and can show the Apple statement to this effect, that 'Messages in the Cloud' is supposed to keep SMS/text messages fully in sync and deleted from all other devices (on same primary iCloud account of course) when deleted on one.

Secondly, if it IS supposed to keep SMS/text messages fully in sync, can anyone explain exactly how to make that work.