This should be a pretty basic feature, just not having a private message be there anymore. But for some reason that does not work here?
I tried searching for this. I found a year old open issue on GitHub and some reddit users complaining about this very issue
You can mark them read, at which point they won’t appear with the default “unread” filter on.
If they’re offensive, you can block the user, which will make them disappear completely until you deliberately unblock them.