I still think this is a bug - it came up again recently over here. It is possible to add messages to categories, unlist them and even archive them, which is chien bizarre.
The archive button is an especially weird one because it appends the “archived just now” to the message, but leaves it in the inbox.
I also can’t figure out how to unarchive it again now and what effect that will have. Will the non-staff person I am corresponding with not be able to reply anymore? Luckily I only did this with one message - does anyone know how I can fix this message so it is no longer archived?