In Outlook Express, why can't I just cut and paste messages

I mean messages from the "Sent" and "Received" folders. I think that everyone would like to have the possibility of marking a message or group of mesages and removing them elsewhere, to a folder in "My Documents". It would be practical, American, would make life easier. Is it difficult technically to work out such a solution? I'm not Edison, you're not from Microsoft, but let's think logically on that.