By default, your device is set to pull messages off of the server. You can change this behavior by following these steps:
1. Open Mail.
2. From the main toolbar, click Mail and then click Preferences.
3. Click the account for which you are making the changes.
4. Click the Advanced tab.
5. Uncheck the option: Remove copy from server after retrieving a message.
6. Close the window and click Save Changes if prompted.
Please help
Thanks

I didn't find the right solution from the Internet.

References: https://knowledge.web.com/subjects/article/KA-01071/en-us

Device Demonstration Video