Hi Nayeem,
Additionally I can find this same issue on the Private Message Demo, when you try to delete messages from the [Private_Message] short-code. It will delete. But when the page is refreshed, the message will come back and not delete properly. I don’t think this widget is properly updating to the database. I can see this is still evident on my staging site, the message will delete on the front end, but when you look at “all messages” through the WordPress Dashboard, the messages are not deleting, this is what is causing the counting issue.
You can see this through this link
https://try.wpdownloadmanager.com/private-messages/