Mine delete, but the "saving" thing in the corner blinks for a few minutes and then the message pops right back into my inbox and it says something along the lines of "error, could not delete message at this time."
Also, even when they do delete and I don't get an error, they reappear later. This only happens with deviations though, not comments or messages like that..
Every once in awhile, it'll give me an error message saying a message (or group of them, if I deleted more than one at a time) didn't get deleted, but it's doesn't happen a lot. So I guess that's a "yes" vote, but only rarely.