All messages in the cloud does is sync between devices. Once you delete the message, it’s gone. You can’t restore it like you can restore deleted files from iCloud. The only way to restore it is to restore from a backup. And then the restored message will sync with all devices again. You should have a window of being able to restore individual deleted messages like you can with files as well as contacts and a few other items.
Restoring from new sucks because it breaks a lot of apps (finance especially) that have Face ID tied to them. You have to set that up again along with your wallet.