Agreed. This is mostly mitigated by using a Bot to auto-delete all messages in a channel based on time since the post. I've switched to this method to be more ephemeral and have less concern of retention in perpetuity by Discord's egregious privacy policy.

Here is the bot I am leveraging: https://eazyautodelete.xyz/en

That seems to require having control of the discord, and can't be done by individual users. A hostile moderator can also kick/ban you which stops from deleting things.