There's virtually no storage taken up by them, and no computation... so nope, nothing to gain by being deleted.
Except peace-of-mind and privacy. Do you want me to nuke them? If you've used them to send nudes pics of bikes, etc, then let me know and I'll happily nuke them all.
@Velocio are storing old DMs using power/ processing/ storage?
If there is any small benefit in doing so then please nuke all my DMs.
Thanks