Thread:Josephyr/@comment-26601886-20151018154445/@comment-5454372-20151018235938

That's a sysop/admin right -- they can completely delete message threads rather than just removing/hiding them.

Edit: as for how you actually do it, seems like the thread needs to have been removed and/or closed first -- the option will appear under the "More" button, but not until one or both of those conditions are met.