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That's a reasonable guess given some clues in the OP but I'd wait for the OP to confirm before running with it.You are likely setup to receive email using the POP
If that's an option for the OP's email account.The *better* solution, imo, would be to setup your email using the IMAP protocol.
You are likely setup to receive email using the POP (Post-Office Protocol) ... what it does is COPIES the email onto your phone and stores it locally on the device. Once it copies the file onto your phone, its default action is to delete it from the server (dumb...I know).