It's not your email program. It's a safety measure by Zoho Mail; a safety measure you can turn off, of course, to have messages removed from the server as you instructed the email client.
Allow Email Programs to Delete Mail at Zoho Mail after Retrieving via POP
To let a desktop or mobile email program delete messages from your Zoho Mail account after having downloaded them via POP:
- Follow the Settings link in Zoho Mail.
- Go to the Mail tab.
- Open the Email forwarding and POP/IMAP category.
- Make sure Delete emails from the Server, when POP client issues a Delete command is selected under POP Delete Settings.
(Updated March 2013)