Office 365 Administrators have many ways to access user data. It’s important to set up a policy to control and then verify that access. If you don’t, your administrators might be looking into Exchange mailboxes, SharePoint, and OneDrive without oversight. And that would be a bad thing.
Creating great content in Microsoft Teams is all very well. But what happens when some not-so-good content turns up or the CEO posts something secret into a public team? You might just want to remove those messages. It’s all good as long as you don’t need to remove complete threads or messages from multiple teams, at which point things get tiresome.