This is not a problem, it's just a bit odd. I don't worry about it, I work around it. I'm only wondering why.....
(I also don't know how much to tell without boring you all senseless, sorry!)
On my (beloved) iMac running OSX, I use Mail to send/receive emails. On my (beloved) old G4 running OS9, I use Outlook Express to send/receive emails. I use both, for operational reasons, it works for me.......excepting one little detail.
On the iMac/Mail, click on Get Mail and down it all comes AND gets left on my business-email's-server too. I have to go in there to delete stuff daily. (We're talking 100s of them.)
On the G4/Outlook Express, click on Get Mail and down it all comes and gets deleted off the server instantly.
I only have one business email provider (and I pay them for this service).
I think I'd like the iMac's Mail prog to delete off the server too - it would save me hours of boring boring housekeeping off their servers every time I can find the energy to do it!
It's a settings thing somewhere, right?
ps. If anyone really wants to know why I use both, I'll say, but that leads to more chit-chat about networking which also works fine with the current oldMac/newMac set-up.