Read this link and the info below. They are not deleted from the SIM card unless you do it.
KB11742-How to read the PIN message, SMS text message and call logging file
Store SMS text messages on your SIM card
Depending on your wireless service provider and wireless network, this feature might not be supported. If you set your SIM card to store SMS
text messages, the SIM card does not delete SMS text messages after the BlackBerry® device imports them to a message list.
1. On the Home screen or in a folder, click the Options icon.
2. Click SMS.
3. Set the Leave Messages On SIM Card field to Yes.
4. Press the Menu key.
5. Click Save.
To stop storing SMS text messages on your SIM card, set the Leave Messages On SIM Card field to No. If you set this field to No, SMS text
messages on your SIM card are deleted after the device imports them to a message list.