A lot may depend on your iCloud/Mail settings on each device, but what should always work is to move the emails that you want to keep on your Mac into a folder(s) in the "On My Mac" section of the Mail sidebar on your Mac.
Of course this presumes you view the email on your Mac before deleting it on your iPad.
On a Mac since 1984. Currently: 24" M1 iMac, M2 Pro Mac mini with 27" BenQ monitor, M2 Macbook Air, MacOS 14.x; iPhones, iPods (yes, still) and iPads.
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