Everyone is snickering at this and talking about philosophy, but there is actually a legitimate point being made here, albeit obliquely: how do you explain to a non-technical user that their data has been deleted on the server, but that their client still has a cached copy that they might want to try to salvage somehow? I submit that this is a nontrivial problem worthy of serious consideration.
"Sorry, this message can no longer be saved. Copy this message before discarding it if you will need access to it later."