...This has been available for well over a year now. There's a little quill-pen icon at the bottom left of each message. Click it, and the background to the quill turns orange. That message is now "marked," and will remain so until you unmark it.
OHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHH
I thought it just saved them for longer, not actually tagging them for later reply...