New member can delete pm just in one way

New members (the group) can delete marked private messages through drop list in UCP, but not by clicking at the delete picture [x] in the upper right corner after opening it. If tried gets the default message "We are sorry, but you are not authorised to use this feature. You may have just registered..."

Shouldn't it be that the new member either can or cannot delete 'em, I don't think it is nice to confuse and send mixed signals the new ones.
Peetra