As you have cancelled the messages that means they are in final state and based on your configuration they will be archived ->deleted or deleted directly.
As per the note 872388 - Troubleshooting Archiving and Deletion in PI
In general only messages with a final status can be deleted. Asynchronous messages in error cannot be deleted and have to be cancelled first. While in the Integration Engine (ABAP) asynchronous messages that were manually cancelled or changed have to be archived they will be per default be deleted directly in the Adapter Framework.
As stated before manually cancelled or manually changed messages (status 019 and 021) have to be archived. Due to Note 1850046 manually changed messages have to be either reprocessed or cancelled before they are considered for archiving. In general you always have to configure archiving to handle manually edited or cancelled messages. Should you decide (for non-productive systems only) that you would like to delete these manually cancelled messages, please refer to Note 820149.
Please refer to the note and i hope it helps.