Messages going away when you log out ?

<p>Messages should not go away when you logoff. If you send me a private ticket or message with their profile name, I can look into it for you.</p>

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<p>Technical Support - Wayne</p>

I reached out to a couple that had reached out to me. Then a few days of nothing. I wrote back and they said "their messages go away when they log off".
All my messages to and from others here are always there unless I delete them. Is this a glitch or a settings issue (or BS) ?