So when you try and go tell the other person's device to delete your message, how does it go into their iCloud backups and delete that message, or some other backup?
Don't depend on asking someone else's device to delete the data as that data being gone.
It is stored locally, although only temporarily. I rarely connect my phone to the internet and still can scroll through quite a bit of message history.
Don't depend on asking someone else's device to delete the data as that data being gone.