When you send a bb-mail, it is the same as sending real emails. You cannot delete emails that were already sent. The same thing applies here since you'd then remove the bb-mail from the receiver too. He'd then be able to read the message and lose it after you (the sender) would delete it. That could lead to confusion or even abuse.
You can, however, delete emails from your "sent messages" folder in order to clean up the clutter in there. I don't know if the way the messaging system is set up here would allow for that, but if it is I'm certain it would be preferable.