You'll need to be careful when playing in the database, there are items linking all participants in a PT to that message and when removing the only user from a PT you'll end up with abandoned messages.
The participants involved in a PT are located in the "ubbt_PRIVATE_MESSAGE_USERS" table, wheras "ubbt_PRIVATE_MESSAGE_TOPICS" contains the topic data such as last reply, title, etc. and "ubbt_PRIVATE_MESSAGE_POSTS" contains the individual messages.
I am unsure however if UBB.threads would simply read you deleting the users entries in the "ubbt_PRIVATE_MESSAGE_USERS" table as removing PTs since their entries would still be in the "ubbt_PRIVATE_MESSAGE_POSTS" table (and if you remove posts from that table users in other private topics will see missing messages).
