my opinion no, that option would not be for me, simply because I already have my own way of going through my PM's...my system is look to see who sent the pm on the list of pm's.

if you click on the words private message at the top of the main forum page where your name, and private messages are highlighted, the pm main page comes up. there you can read the subject of the pm and underneath it who sent it.

I first open any pm's by the moderators as these are most important to me.
then after addressing them I look to see who else has pm'ed me. if its someone who I have an active conversation going with I open those next. last is who ever is pm'ing me for the first time.

I prefer taking one step/ one pm at a time rather than flooding my brain with many pm's at one time then having to go back to the first one to reply.so even if there was a next and previous option I would not be using it.

but I do see how this is a good idea for others that may want to read through all their pm's before responding to any, or rereading many pms at one time.