Check your settings. Is there an option for archived. I'm not sure because mine does not to that.
I have found ONE solution but its a royal pain. Go to the contact and under options theres an option to "unlink" contact. Do that and it erases their messages...although this hasnt worked on ALL of the contacts I've done it to, it has gotten rid of the texts that i reallllllly needed to be erased lol. THIS AINT GOOD.
I noticed it only goes back a certain amount of time and mine says the message is unavailable (when you tap it) after it's deleted. However, a good portion of the beginning of the text message is there for viewing...possible trouble for those trying not to get busted. Beware!!!