Honestly, the only time I would purge them is if support (RIM) tells me to for some reason.
Otherwise, if the user reports they are missing messages, I would first try to find out why they are showing a high pending count - things like being out of coverage, their device being off, their device not connecting to the network properly, etc.
Please don't feel like you're being picked on, everyone here only wants to help (that's why we're here

)