It appears that messages block retains all messages for ever. However, by their nature, most messages are meant as a short-term communication, and many sites have no need to retain them for ever, particularly sites with a lot of message traffic.
Not deleting them may remain the default setting, but for some sites, it may be useful and practical to be able to automatically discard messages which are too old. I am not sure whether setting the cutoff belongs in the configuration settings for the messages block (there is none) or on the cleanup page in the server group. My first impuls would be the latter since it is a global setting.