Mail application deletes mail left on server?: a follow-up

"I'm currently running 10.0.3 on my Mac at home. I also have an old 6100/ G3 in my office running 9.1 and Entourage. What I noticed was that mail on mac.com that I did not filter into a local mailbox with mail.app was left on the server and available to me in Entourage when I got to the office. It seems that mail.app deletes messages on the server when you filter them into local mailboxes. On the other hand, when mail.app filters into mailboxes I create on the mac.com server, there is no problem."