I think that's something that we would be unable to add right now, if you mean *literally* deleting things from the server, as it could be a potential problem even for us to get context of what's happening in a channel and deal with troublemakers.
Though, you can use /clear on any channel (except web) and what will delete the entire channel just for you. You can also disable PM logging on your menu options to prevent any logs from being saved.