I don't believe that it is anything sinister, Day6
I suspect that when that must-give-permission-for-every- last-thing-online stuff was all the go, back in ?November?, Gransnet techy department added a bit to the deleting-pms command, so that all trace of a deleted pm would vanish, in the sender's outbox and the receiver's inbox, whether it was the sender or the receiver who deleted it.
However, it may have been rather more efficient than they intended, and a pm sent to several people would vanish from ALL of them if one of them deleted. Most of us don't look at past pms very often, so no-one would notice for a while.
I really don't think anyone reads our pms. It is probably an automatic thing, working when someone clicks on "delete", not operated by a human being. We get a bit sensitive to privacy concerns in the current online climate. Anyhow, they will all be hopping about like blue-arsed flies finding out what is causing it and (we hope) putting it right.