By design, when the application fetches an email, it flags the fetched email as deleted and the email gets deleted from the mailbox. This functionality cannot be changed. Please note that we have the same info tagged in the mail server settings as well.
However, if you'd want a copy of the mails coming to the inbox, you may create a rule such that the mails that come to the mailbox are copied to a different folder. So, when the fetched email is deleted, you'd still have a copy of the mails. Find below example.