Try File>Offline>Download/Sync

Thank you David, it worked. Maybe Thunderbird developers could put a little warning below the "keep messages for this account on this computer" checkbox with some kind of clarification so people do not rely on this checkbox to think all their mailbox messages are downloaded in the background to their computer. That warning could read something like: "When this is checked, Thunderbird does not really keep all messages for this email account on your computer. It only downloads and keeps newly received/open messages. To retrospectively download contents of your entire email account, please use File>Offline>Download/Sync". How about that?

But, but... then we wouldn't need this support forum...  :)

That is exactly right Dave. 1) We would not need this support forum 2) checkbox in Thunderbird would have its function clearly explained 3) I would not have lost 7 years worth of my private emails now because I was backing up an incomplete offline copy as I trusted the checkbox's description that says "keep messages for this account on this computer". 4) Life would be less stressful. But NO.

Have a Merry Christmas and Happy 2023 Dave, wherever you are! (unless you were the developer of that checkbox in Thunderbird, of course :-) )

I regret your loss, but the existence of the Disk Space topic within Synchronization&storage does indicate options on whether messages are local. All the best to you.