Again, the button works on messages selected out of my main mailbox, just not on ones selected out of the "Inbox Archive".
You can't delete anything in your Inbox and Outbox archives. Never could. If, for example, you have 100 PMs in your Inbox, and don't feel like reading them, you can hit remove, and they'll disappear from the Inbox.
But they'll be moved to your Inbox archive.