Deleted top conversation from iCloud erased it from phone as well

I was trying to free up some space on my iCloud and wanted to remove some conversations but I had plenty of space on my phone and wanted to keep them there. I went to iCloud Storage > Messages > Top Conversations and deleted the largest one.

However, it looks like those messages were deleted on both my phone and iCloud as after resetting the phone and reverting to a back up from the night before, the message didn’t reappear.

Is there any way to restore my messages?