I do not see saving messages to an SD card as something that will likely ever be done. Far too much work for little payoff.
If anything, running apps from the SD Card is morel ikely, and apps a generally much larger than a lot of emails.
I have never seen anyone run out of space on a BB from anything other than apps, themes, ring tones and pictures.
Themes and Apps are all that remains of those things that in not possible to run off the SD card at this time.