Mod Lyonsaid: We did think about this when we recently re-did the page, but as Spearmint has already mentioned.. we don't actually send that many messages for this to be that useful.
Perhaps if that changes in the future, we'll look into it. But for now - not something we're going to investigate.
It's not as simple if you haven't been on the game for a while or don't check them because you already know what it's about since you also send emails when making purchases. I have been enjoying OSRS and haven't bothered to check my messages. I had maybe 15 or so, and each time I have to click "read" then back to unread messages then after doing that 15 or more times I had to begin clicking the now read messages, click delete, hit confirm delete, then click back to read messages to delete next one. For the love of God at least give a box by each read message to check then delete all checked messages. I privately rant to myself about this everytime I have to do this and have for years. I'd be ok if you did away with it or at least the bouncing red number on the lobby page. Email works for me.