I notice this is a feature of Outlook (the client, not outlook.com), but I also see the same behaviour with my Hotmail account: flash and disappear. However, when I apply 'Just mark it as deleted' to my ISP account, it works as expected: the message is labelled with a red X and strikethrough. So, I expect it depends on the mail server. 'Just mark it as deleted' is the recommended setting for gmail accounts, and it works as expected in TB. I suppose you could apply a tag for messages you want to delete but still see in the folder, and then run a filter to move them to Trash.