They may be dumbing down their explanation of the validity period during which a mobile device can receive the message. If a text message can't be delivered, because the device cannot be reached (e.g., it's off or out of the coverage area), the message center holds the message.
However, you can set a validity period, after which undelivered messages are supposed to be deleted. Some carriers here in the U.S., however, don't respect that validity period, so there's really no guarantee.
Other than that, I don't think there is a supported way to delete a message that has been received, unless the text message is sent some other way; maybe other apps, like iMessage, WhatsApp, etc., support this?
