When you choose to delete an Email over an IMAP connection, your Email client will not actually delete the Email, but instead 'mark' it for deletion.
To physically delete Emails 'marked' for deletion you then have to 'purge' them. Consult the help file in your Email client for information on how to do this. (For Microsoft Outlook, for instance, the process is to click 'Edit', then 'Purge Deleted Messages')