iMessages - House keeping

I wonder how many of you spend time to delete same message on your iPhones, iPads, Macs or iPods. I mean everything synch over iCloud, it is OK with the incoming messages but why do I have to delete them on every device?

The mechanisms are already built in, you read a mail, delete a mail, it is gone from every device. why not i messages or SMS or MMS (because it replicates MMS and SMS also)

Very much boring Is there a way around it?