OK, I just embarrassed myself by making an assumption. I assumed that if I reply to a PM, I will be able to see my reply in the message history. When I did not see me reply there , I spent a large amount of time poking through my security software to see what was blocking it, and re-attempting my reply. After the 12th attempt, I also noticed that my message counter was going up despite not seeing the message in the message history. I opened that view and deleted most of what amounts to spam.

This might be just the way the forum works, but I would think that a reply should be visible at least in the message history if possible.

That said, this is a great site. The admins and the community deserve big props for making it fun and useful.

 

Ok I think I know what you're asking about:
Above the list of private messages there is a Box labeled "Private Messages in Folder: Inbox" that has a drop down within it to choose between "Inbox" and "Sent Items" select sent items and you can see the messages you've sent.

If your asking about it not putting all the past iterations of a conversation into a series of cascading quote boxes, within the message, then that's you or the other user deleting what becomes the text of the message, and for that you'll need to reference your own copies, in the sent items menu.