They remain available even after sending a reply, so you can quickly return to the chat without having to open Messenger.
After so much pushback from users scared of their information being available forever, Facebook implemented the new settings that make it very easy to delete your content—forever.
Once in the desktop web app, open a chat, then tap the Settings cog in the top right of the chat window.
While the feature is relatively old, it has grown and evolved, offering both new color choices and fun gradient color options.