Oh they fully delete those? I didn't actually expect messages to be erased when we un-send it.
If you ever downloaded your own account data, I think OP and other concerned posters would understand how much data companies retain and this wouldn't come off as a surprise.
Snapchat data for example, has chat logs, snap history, what accounts you've added/requested as a friend, and friends that have added you all retained. I bring this up as an example because the idea behind this application was to send a message that would disappear after a variable amount of time :)
Time to dig into it.