I had an issue when I first turn it on there was some messages "stuck" in my iCloud that wouldn't delete. I turned messages in iCloud one device at a time before I found one of my iPads was the issue and once it turned off all the storage cleared. From there I just deleted all my messages on that device and let it sync to the others.
Since then everything has been completely flawless. But because of that I did vote "minor issues".
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When I delete an iMessage conversation on one device, it will delete it across all devices. But when I delete an SMS or MMS message on one device, it won't delete from the others. Has anyone had this problem?
Just checked by deleting a SMS (from my local power utility letting me know of a energy savings day) on my iPhone and it was immediately deleted from both my iPads.
I got this message prior to deleting the SMS as well, do you?