No it isn't communications belong to the recipient to do with as they wish.

Spam messages aren't quite the same as pm's, spam messages are sent out randomly, we don't know who they're from and the person (or company) behind them doesn't know who they're being sent to. On a site like this if you send a pm you know perfectly well who's going to receive it. I've been on several sites like this and believe me they can be hard on women, look through the threads here and several of them have posts from women who've been really upset by the pm's they've received. It's about time men realised they can't get away with treating us without respect, we bite back :)