Telecom companies have to store messages as they may not be able to relay the SMS instantly because:
- Too many people may be trying to send messages and their network is saturated currently, so the messages will be sent when resources are freed up
- The receiver may be out of range and therefore the message is stored and delivered when signal is restored
- Some countries require messages/calls to be stored for a definite period of time
Usually there's a time limit for message retention, that is, they cannot be deleted for 6-12 months (depending upon legislation) but the telecom company may delete it after that time or keep it for their own history.
I wouldn't know exactly how long Emtel or Orange store people's mobile data as this information is not publicly available.