There's no technical reason that disappearing messages should prevent reporting them though - not only could reports prevent deletion of the reported messages, you could have it such that the other end has to agree/set their own disappearing timeline if someone messages them with disappearing messages on.
On the topic of unsolicited messages though, I prefer to tackle the problem at the source - it shouldn't be possible to message me at all if I haven't given you an invitation to do so, and invitations should be individually revocable. (This would be a big departure from the familiar phone number model, of course)
And have a reminder of it everytime you open your pictures app? Or if you're scrolling through to show something to someone else, it's hard to mistake a penis for something else even when it's a thumbnail if that other person sees.
On the topic of unsolicited messages though, I prefer to tackle the problem at the source - it shouldn't be possible to message me at all if I haven't given you an invitation to do so, and invitations should be individually revocable. (This would be a big departure from the familiar phone number model, of course)