photos deleting from apple photos when saving through iMessage in iOS 15

I noticed something very bizarre with iMessage in iOS 15 and iPadOS 15. When receiving photos or videos from an iMessage I am able to save them to Apple photos with no issue. However, once they are saved and uploaded to the cloud and I delete the iMessage that had the content the iMessage will delete however so will the photos that were saved from that message. Essentially it deletes the iMessage and any photos saved to iCloud Photos from that message. It's almost as though iMessage is linked to iCloud Photos for the photos saved from an iMessage to the photos app.

Airdrop is fine and if I save the photo from the Photos app on macOS Big Sur and then export the photo to my hard drive and then delete the message and import the photo back into the photos app it's fine. It's only when saving a photo from iMessage to the Photos app and deleting the iMessage that the photo deletes from the photos app and iCloud photos.

I tried this across multiple devices both iPhone and iPad and even tried restoring the phones and iPads to factory defaults and set them up as new but no luck. I also tried resetting network settings but with no luck.

Please test this on your iPhones and iPads and report to Apple Creative media. The sooner this is fixed the better.

Thanks.