Ah, I see that now. I never knew that option even existed. Yes, that works great for me too.
The issue for me is that sending 'bulk messages' to a whole class, 20, or all classes in a year 100, or all years in the school, 200, meant I had to move them from the list. I kept them in case a student wanted to reply because we don't allow students to send private messages to each other due to issues we have had in the past with soliciting and such like.
So we only let them reply to admins and their class moderators, who would send them all a message to begin the conversation.
Then we came upon 'restricted messenger,' which enables us to set which group can message which group, so now sending bulk messages they can reply to is unnecessary.
But still, the list moving should work!