How can I move incoming  messages immediately to the SIM card? I need to move the incoming messages in my Android phone directly to the sim card. I know I can click the message and move manually to SIM, but I need to do it automatically. I couldnt find that option anywhere in the settings. I am also fine with an app doing this.
I don't think this will ever be supported. Storage space on SIM cards is very limited: The first generation, as far as I remember, could not store much more than 10 SMS, more recent generations might store maybe 100. Still, most people would very likely run out of storage here, and thus block new messages from being received. As it is uncertain how long providers would retry sending an SMS to the device before discarding it, communication would get lost -- surely not a goal of a communication oriented device.

Access to SMS stored on SIMs is only provided for compatibility reasons, I would say -- and I doubt this will change (not for "better support" of SIM for sure -- instead, it might be dropped completely). It's an out-aged technology.