I think I understand Don_Adan's point of view.
I don't really need it on EAB, although my PM box is almost alwyas full (well, I like clutter for those who remember the Desktop thread in the OT section a while ago
But on another board, dedicated to Unreal Tournament 2004, I wrote and received a lot of PMs related to map developments. The question of increasing the number of PMs stored was raised and I was among those in favour of it.
It can be very convenient to have a repository of messages that you can check from anywhere and easily accessible when you need to copy/paste things to the forums (or other PMs). Or even send yourself a PM with quoted texts from differents posts/messages.
I guess that Don_Adan (and probably some other coders/Whdload slave writers/etc...) functions that way, hence his request.