I have no idea what is the reason. There have only been a couple of reports. Sometimes it's more difficult to find the cause than it is to fix the problem so that it doesn't happen again.
It's like when you get a hole in the roof of your house. You say "why did I get a hole in the roof of my house?" The hole was caused by nature. It's easier to repair the hole in the roof of the house than it is to change nature. Sometimes these things happen even in the so-called "perfect" world of computer software and, sometimes, it's easier to repair the damage than it is to cure the cause of the problem.
You can permanently delete any messages from the database if you know where to look. If you are really anxious to delete these messages, use a tool like phpMyAdmin and find the record(s) in kunena_messages table and a corresponding record in kunena_messages_text table and delete them.