I guess modifying the follow in admin/dodeleteuser.php:

Code
// Set saved messages to the placeholder user
$query = "
	UPDATE {$config['TABLE_PREFIX']}PRIVATE_POSTS
	SET USER_ID='1'
	WHERE USER_ID = ?
";

to:

Code
// Set saved messages to the placeholder user
$query = "
	UPDATE {$config['TABLE_PREFIX']}PRIVATE_MESSAGE_POSTS
	SET USER_ID='1'
	WHERE USER_ID = ?
";

should fix this issue wink