You can ask to pay for more. I think some have done that. Maybe an option for men on this board.
Think of how many people are on this board and how many just leave PMs even if they are not saving them for a reason. If everyone had a 100 messages, this board would run so slow, holding all that useless data.
If you really want to keep them all, you have the option to download them and then delete to keep the box clear.