When you send a private message, it is put into your "Outbox" folder first, and when the recipient has read it, it moves itself to "Sent messages". Also, I think a sender can delete a message from their Outbox before the recipient has read it, maybe this has happened to you?
I don't think anybody ever died thinking they loved people too much, or had too much joy, or made too much music.
(If the post above is written in green, I'm posting as a moderator. If not, then I'm not.)