Just sent out a test PM, the recipients were not automatically added to the buddy list. I manually added someone, and they were added, however I have not found a way to delete them from this list if I wanted to do so. I have not found any setting on preferences that would affect this.
You are certain that you did not accidentally add these people manually?
Regardless, you should be able to delete people and I'll see if someone can fix that.
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"The devil I'll bring you," answered Hagen. "I have enough to carry with my shield and breastplate; my helm is bright, the sword is in my hand, therefore I bring you naught."