I don't know about built-in, but such features were possible and offered in third-party apps since... the Windows Mobile (5!) / HTC Wizard days, probably before those.

Being an early adopter of e.g. Gizmo5[0], and messaging using internet connectivity (oh man, GTalk...), rather than carriers' extortionist pay-per-message schemes[1] (before they finally relented and included SMS 'for free' in most plans) many of us abandoned SMS back in the early 2000s.

However for that story, abandoning SMS outright would not have made for a feel-good outcome!

[0] https://www.wikipedia.org/wiki/Gizmo5

[1] https://web.archive.org/web/20070314004039/http://gigaom.com...