In Thunderbird 1153.1 (MacOS), it appears that the "Delete" button next to the header information on a message whose content display is blocked per privacy settings is applied not to that individual message but rather to the folder containing it. There's (fortunately!!) a confirmation dialog warning that that entire folder would be deleted unrecoverably, but it seems non-intuitive and dangerous that the button's scope should change depending on the content display status. When the content is displayable, the button applies only to the individual message, as I'd expect.