How to delete threads from messages page?

Problem/Motivation

On the All messages (/messages) page, no link or option in Actions drop-down is available to bulk delete messages.

Steps to reproduce

1. From authenticated user1 send a few private message to user2 who has permissions to delete privatemsg.
2. login as user2, go to /messages. No way to delete selected messages.

Proposed resolution

Remaining tasks

User interface changes

API changes

Data model changes