Default Email issue

I use my Hero on O2 in the UK.

I can send and receive email perfectly and I leave the mail downloaded via POP3 to my phone on the server so I can download messages permanently to my PC.

My problem is that that even after messages are downloaded from the server to my PC the Hero does not detect this when it syncs and they stay on the phone rather than being cleared down (which is what WinMo does).

Anyone know if this is expected behaviour on Android, or does this sound like a bug?