They don't. my SD Card's dragged around 6 different PINs of inaccessible BBM histories. All you can do is delete the old history, make room for the new. Or try moving the files inside the old PIN folder into the new, maybe that will work.
ie.
12345678 HISTORY is the old PIN folder
87654321 HISTORY is the new PIN folder
There should be .csv (or something) files in the old PIN folder, then maybe move them to the new folder. See if that works, you can find these via the Files application (FileScout, whatever).