Why is that so annoying? It's the same for us with your emails too.
As I indicated, it's sometimes nice to refer back. But I accept that's not essential.
A more particular issue is the fact that the disappearance of the e-mails is (necessarily, I know) so
immediate.
I've had one or two instances over the years where something like this happens.
I seem to be getting on very well with a girl – who then indicates that she's thinking of leaving the site but will nonetheless still see me, as we've been discussing.
She sends me a final e-mail. By the time I get to it, she's left the site and the text of her e-mail's disappeared for ever.
Did she say, "Sorry, I've changed my mind." ???
Or did she say, "Here's my phone number, please communicate by text from now on." ???
I'll never know.