Synchronising Mail

If I open my "Files" in my Mail App, via the dock icon on my MacBook Pro I can see all those emails that I have transferred there to store for reference.

However when I do the same on my iMac there are but a fraction of the mails showing up. In fact these are the only ones which show up (in what I assumed to be the same file) when I check my Mac mail via the iCloud both on the MacBook Pro and the iMac. I am signed in to iCloud on BOTH devices.

It's obviously finger trouble on my part but could someone enlighten me please on why I can't just access the same info, ie the stored email messages, from the Mail icon in the dock on both devices and why it is not in Mac mail on the iCloud?

(Note: the file name concerned is tilted "Daw" on my MacBook but "daw" on the iCloud - if that makes a difference).

Grateful for help!